Hi,

I have a an iid sample of $\displaystyle U(\theta_1, \theta_2) $ and have gotten the MLE to be

$\displaystyle \hat \theta_1 = X_{(1)} $ and $\displaystyle \hat \theta_2 = X_{(n)} $

I am looking to find the MSE for each of the MLE's. I'm getting stuck on the variance since it's the order statistic and not just the variance of a uniform variable? I'd appreciate any input sending me in the right direction...

Thank you!