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Find the probability density function of y

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The envelope of a narrow-band noise is sampled periodically, the samples being sufficiently far apart to assure independence. In this way n independent random variables X1, X2,..........., Xn are observed, each of which is Rayleigh distributed with parameter σ. Let Y = maximum (X1, X2,...............,Xn) be the largest value in the sample. Find the probability density function of Y.

Reference no: EM131834390

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