Given $N$ random iid variables, $X_1, \ldots, X_N$, with a uniform probability distribution on $[0, 1)$ what is the distribution of $\displaystyle \max_{i = 1 \ldots N}(X_i)$?
Probability distribution of the maximum of random variables
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probability
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5Shai Covo's post below is an easier way to the right answer. But I wanted to mention that this is a special case of an [order statistic](http://en.wikipedia.org/wiki/Order_statistic). – 2010-11-25
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0Order statistics is better than what I need. – 2010-11-25
1 Answers
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Hint: $\max \lbrace X_1,...,X_N \rbrace \leq x$ if and only if $X_i \leq x$ for all $i=1,...,N$.