Question

Let N be a geometric random variable with parameter p. Given N, generate N many i.i.d. random numbers U1, U2, . . . , UN uniformly from [0, 1]. Let M = max1≤i≤N Ui. Find the cdf of M, i.e., find P(M ≤ x).

Answer 1

The correct answer is x^np (1-p)^n-1

Explanation:

See the picture attached