Determine the density function of the maximum of a random sample of size $n$ from an exponential distribution with rate parameter $\eta$
So I don't really know where to start with this, any help appreciated.
Determine the density function of the maximum of a random sample of size $n$ from an exponential distribution with rate parameter $\eta$
So I don't really know where to start with this, any help appreciated.
HINT
$$P(\max X_i\le x) = P(X_1\le x,X_2\le x,\ldots,X_n\le x).$$ For most exercises about the maximum of random variables, this is how the solution starts.