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{title2=$M_n$}

= Sample maxima
{synonym}

For <independent and identically distributed random variables> with <distribution function> $F$, the <sample maximum> $M_n=\max_{1\leq i\leq n}X_i$ has <distribution function> $F(x)^n$.

Sample maximum

Extreme value theory

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Sample maximum ( $M_{n}$ )

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Sample maximum (Mn​)