This might help.Hello. Please help me understand how to solve this problem.

Let be a random sample from an uniform distribution , both positives. Let be the kth order statistic (that is the k-th smallest value extracted from that sample) from a sample of observations.

Find the expected value of .

Of course I will start from the density function of . Then I will set up the integral, from to , of times this density function. But how can I solve it?