Let's have x_1,x_2,...x_n ~iid Unif([0,1]) .We have to find the probability P(x_1≤x_2≤...≤x_n ) = the probability that x_1 ≤ x_2 ... ≤ x_n .
Let's see that
P(x_1 ≤ x_2) = ∫(x_2 = 0 to 1) f(x_2) (∫(x_1 = 0 to x_2) f(x_1)dx_1 ) dx_2 = 1/2! .
We can find in similar way P(x_1 ≤ x_2 ≤ x_3) = 1/3!
So probability to be found out = 1/n!
What is the probability that x = x_i one of the elements of x_1,x_2 ... x_n described before will be equals to the max(x_1,x_2,...x_n)?
Ok we have to find Σ ( for all value of x )P(x = x, x = max( ∀ x_i ∈ {x_1,x_2 ... x_n} , x_i) )
= P( x = max( ∀ x_i ∈ {x_1,x_2 ... x_n} , x_i) )
= 1 - (F(x))^n
Where F(x) is the cdf of x.
Let's see that
P(x_1 ≤ x_2) = ∫(x_2 = 0 to 1) f(x_2) (∫(x_1 = 0 to x_2) f(x_1)dx_1 ) dx_2 = 1/2! .
We can find in similar way P(x_1 ≤ x_2 ≤ x_3) = 1/3!
So probability to be found out = 1/n!
What is the probability that x = x_i one of the elements of x_1,x_2 ... x_n described before will be equals to the max(x_1,x_2,...x_n)?
Ok we have to find Σ ( for all value of x )P(x = x, x = max( ∀ x_i ∈ {x_1,x_2 ... x_n} , x_i) )
= P( x = max( ∀ x_i ∈ {x_1,x_2 ... x_n} , x_i) )
= 1 - (F(x))^n
Where F(x) is the cdf of x.
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