Let $X_1, X_2, … , X_n$ be i.i.d. random variables having pdf
$f(x) = (1/θ) e^{-x/θ},; 0 < x < ∞,; θ > 0$
The cdf of the largest order statistic
$X_{(n)} = max(X_1, X_2, … , X_n)$
is:
🎥 Video solution / Text Solution of this question is given below:
First find the cdf of a single variable $X$:
$F(x)=P(X\le x)=\int_0^x \frac{1}{\theta}e^{-t/\theta},dt
=1-e^{-x/\theta}$
For the largest order statistic,
$F_{X_{(n)}}(x)=P(X_{(n)}\le x)$
Largest $\le x$ means all observations $\le x$:
$P(X_{(n)}\le x)=P(X_1\le x,\dots,X_n\le x)$
Since variables are independent,
$= [F(x)]^n = (1-e^{-x/\theta})^n$