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From: cab@allegra.UUCP (Carol Beck)
Newsgroups: net.math
Subject: Please help: probability problem
Message-ID: <2811@allegra.UUCP>
Date: Thu, 27-Sep-84 15:34:56 EDT
Article-I.D.: allegra.2811
Posted: Thu Sep 27 15:34:56 1984
Date-Received: Fri, 28-Sep-84 06:20:20 EDT
Organization: AT&T Bell Laboratories, Murray Hill
Lines: 18


Probability is not my forte, and I'm stuck on what seems like a
simple problem.  Here goes.

I've derived a probability density function for a continuous random
variable, t, where t is the time duration of some event.

What I need is the probability density function of the random variable
which is the maximum time duration of n events. (i.e. I start n events
at the same time.  What is the pdf of the time at which the last of
these n events completes?)

Is there some insight I'm missing that makes this intuitively obvious?
Any suggestions welcome.
				Thanks,
				Carol Beck
				allegra!cab