Suppose that a random variableisknown to be uniform so that
Asample of size n is taken and the maximum
isrecorded so that
Given any number 0
The probability thatand
is
The probability thatand
is
Continuing in this way, for the sample of sizetheprobability that all the
areless than
is
sothat
The probability density functionis
The expectation value ofis
The bias is then