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Let X1, . . . ,Xn be i.i.d. Uniform(0, ) random variables. Define Xn:n = max1kn Xk and use (Xn:n, (1 + 2n)Xn:n) as a

Let X1, . . . ,Xn be i.i.d. Uniform(0, ) random variables. Define Xn:n = max1kn Xk and use (Xn:n, (1 + 2n)Xn:n) as a confidence interval for . What is the probability that the interval contains the true value of

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