Suppose I have a uniform distribution
$X$ ~ U($0, θ$).
I have an estimator which pertains to the random variable of the largest value among my random sample. We can express this as
max$(X_1, X_2...X_n).$
I'm currently struggling with how to find the CDF for this function and subsequently derive its PDF.
I was thinking of setting
$F(x)$ = $P$(max$(X_1,...X_n)$ $<= x$)
But I'm unsure how to proceed from here.
Any help appreciated!
