Let XI, ... ,Xn rv Uniform(O,l) and let Yn = max{XI, ... ,Xn}. Find JE(Yn).

Whenever we have minimal jointly sufficient statistics this yields one important
consequence for constructing an estimate of the unknown parameter θ, then, we measure the
quality of an estimate via the average squared error loss function, after which Rao-Blackwell
theorem tells us that we can...