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Q14Section A (Section A)14 of 60

Limit of the normalised maximum of exponential variables

Let X1,…,XnX_1,…,X_n be i.i.d. random variables with the probability density function

f(x)={e−x,x>0, 0,otherwise.f(x)=\begin{cases}e^{-x}, & x>0,\ 0, & \text{otherwise.}\end{cases}

If X(n)=max⁡{X1,…,Xn}X_{(n)}=\max\{X_1,…,X_n\}, then lim⁡n→∞P(X(n)−log⁡en≤2)\lim_{n\to\infty}P\left(X_{(n)}-\log_en\le2\right) equals

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