Sequence of Random Variables and the Asymptotic Distribution Question

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29. Consider n i.i.d. random variables X1, …, Xn with X1 U([0, 1]). We define the sequence of
random variables (Zn)nen by setting Zn X(n) min{X1,
1, …, Xn}. Find the asymptotic
distribution of Zn, that is the law Q on R of a random variable Z with Zn + Z.
= n ·
= n.
d
ጌ›0
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Math Problems

negative numbers

random variables

positive numbers

asymptotic distribution

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