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Q9Section I (General (compulsory))9 of 84

R'enyi's representation: the maximum of nn unit exponentials equals ∑Xi/i\sum X_i/i in law

Let X1,X2,…,XnX_1,X_2,\dots,X_n be independent rvs with exponential distribution having mean one. Define Z=max⁡(X1,…,Xn)Z=\max(X_1,\dots,X_n) and W=X1+X22+X33+⋯+XnnW=X_1+\frac{X_2}2+\frac{X_3}3+\dots+\frac{X_n}n. Then:

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