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Apr 9, 2012 at 13:58 comment added isec For me this was a question to answer as part of a research project. So, with limited knowledge of probability, I needed a hint not even a complete answer. If it was a homework, then I'd have known the answer by reading my book and listening to the lectures.
Apr 6, 2012 at 0:23 comment added Liviu Nicolaescu This question is an exercise typically assigned as homework in an introductory graduate course on probability.
Apr 5, 2012 at 21:00 comment added isec Well, thanks for the answer but I do not see why this should be such an elementary question for the site. Anyhow, I'd say the problem is already simplified since a and b of each X_i is known. We only have $X_i: D -> {0,1}$ and I can also fix $f$ to be a $max$ function.
Apr 5, 2012 at 13:52 history edited Liviu Nicolaescu CC BY-SA 3.0
improved presentation
Apr 5, 2012 at 13:06 history answered Liviu Nicolaescu CC BY-SA 3.0