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wolfies
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Let $X$ ~ Uniform(0,1) with pdf $f(x)$:

http://www.tri.org.au/se/Uniformpdf01.png

The joint pdf of the 1st and $n$th order statistics is, say, $g(x_\left(1\right), x_\left(n\right))$:

http://www.tri.org.au/se/OrderstatUniformpdf01.png

where I am using the OrderStat function from the mathStatica package for Mathematica to automate the nitty gritties for me (I am one of the authors of the former).

... and with domain of support:

http://www.tri.org.au/se/domainOrderstatUniformpdf01.png

We seek $P(X_\left(n\right)- X_\left(1\right) > d)$:

http://www.tri.org.au/se/proborderstatsol.png

All done.


Just as a side note, the solution obtained here is different to that of Carlo's posting:

http://www.tri.org.au/se/carloresult.png

whereas I obtain, for the same parameter values $\frac{8}{9}$ [Checked via Monte Carlo ]

wolfies
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