Suppose that a random variable
isknown to be uniform so that
Asample of size n is taken and the maximum
isrecorded so that
![]()
Given any number 0 ![]()
The probability that
and
is![]()
The probability that
and
is![]()
Continuing in this way, for the sample of size
theprobability that all the
areless than
is
sothat

The probability density function
is![]()

The expectation value of
is
The bias is then![]()