Uniformized sample range (source code)

= Uniformized sample range
{title2=$F(X_{(n)})-F(X_{(1)})\sim\operatorname{Beta}(n-1,2)$}

For an iid sample of size $n\geq2$ from a continuous <cumulative distribution function>, the <probability integral transform> makes the transformed sample uniform. Integrating the joint density of its minimum and maximum gives range density $n(n-1)r^{n-2}(1-r)$ on $0<r<1$. Its distribution function is $nr^{n-1}-(n-1)r^n$. The result describes population content between the extreme <order statistics>, independently of the underlying continuous distribution.