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Mathematics, 27.02.2020 00:56 hany90

Let N be a geometric random variable with parameter p. Given N, generate N many i. i.d. random numbers U1, U2, . . . , UN uniformly from [0, 1]. Let M = max1≤i≤N Ui. Find the cdf of M, i. e., find P(M ≤ x).

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