A
Anjum
Member
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)

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)