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

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

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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:

enter image description here

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

enter image description here

All done.

wolfies
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