Let $X$ ~ Uniform(0,1) with pdf $f(x)$:
The joint pdf of the 1st and $n$th order statistics is, say, $g(x_\left(1\right), x_\left(n\right))$:
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:
We seek $P(X_\left(n\right)- X_\left(1\right) > d)$:
All done.