(Answered) The envelope of a narrow-band noise is sampled periodically

Statistics

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,..........., X_n are observed, each of which is Rayleigh distributed with parameter σ. Let Y = maximum (X_1, X₂,...............,X_n) be the largest value in the sample. Find the probability density function of Y.

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