Suppose that X1, X2 and X3 are independent and uniformly distributed over (0,1). Define Y=max(X1, X2, X3).

Find EY (expected value of Y) [Hint compute P(Y is less than or equal to y) and deduce this from the density of Y.

I dont know where to start on this problem... Can someone give me some clues/steps to get me started at least?

Thanks!