Solution

ID: past-exam-of-the-probability-course-of-the-university-of-oxford/2015/1/a/i/solution

The sample maximum has cumulative distribution function
The product follows from independence of random variables and the continuous uniform distribution of each observation. For every , this cumulative distribution function tends to zero; for it equals one. These are exactly the values of the cumulative distribution function of the constant random variable at its continuity points. Therefore, by the definition of convergence in distribution,
At the limiting cumulative distribution function is discontinuous, so the definition does not require checking that point, although also holds.

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