Maximal external point ($\nexists q:q_i>p_i\text{ for every }i$)

A maximal external point of a finite set has no other point strictly larger in every coordinate. This weak nondominance differs from a maximal element in the product order when coordinate ties exist: for example $(1,0)$ passes the weak test against $(1,1)$ but is not maximal in the product order. In an independent continuous-coordinate random sample, ties have probability zero, so the two notions coincide almost surely.

For $n$ independent uniform points in a rectangle, condition on one point with normalized coordinates $(x,y)$. It is a maximal external point if all others avoid the upper-right rectangle of area $(1-x)(1-y)$, giving conditional probability $[1-(1-x)(1-y){]}^{n-1}$. Integrating gives $H_n/n$, where $H_n$ is a harmonic number. Linearity of expectation over the $n$ indicator random variables gives $\mathbb{E}{K}_n=H_n$. The same answer holds for independent continuous coordinate distributions, by transforming each coordinate with its distribution function.