This is the context of the problem:

4. Consider again the conditions of Exercise 2. Let Yn = max{X1, . . . , Xn} and consider the estimator

2(X1, . . . ,Xn)=Yn.

a. Determine the M.S.E. R(,2) for > 0.

But my real issue lies in computing this integral. Can you please help?

0(y)2nnyn1dy

Thank you