Let X and Y be two independent random variables. Define V = Max (X, Y) and W = Min (X, Y). Let FX, FY, FV and FW denote the cumulative distribution functions of X, Y, V and W respectively Now I understand Fv(t)= P(V<=t) =P(MAX(X,Y)<=t) in the next step why does the function max disappears and we get P(X<=t and Y<=t) We should get P(MAX(X<=t,Y<=t)
We have P[(Max. X,Y)≤t] Now, think if the max. of X and Y is less than t then obviously the other value will also less than t. {Eg. Suppose X=4, Y=5 and t=7 Max(4,5)<7 then both values are less than 7} So..P[(Max.X,Y)≤t] = P(X≤t)×P(Y≤t) (since X,Y are independent) = Fx(t)*FY(t)