# Math Help - mean squared error

1. ## mean squared error

Suppuse X is uniformly distributed on ( 0, theta). suppose we estimate theta with the maximum value from a random sample of size n. Compute the mean squared error for the estimator.

2. You need the density of the largest order stat from a $U(0,\theta)$.

The orginal density is ${1\over \theta}$ on $(0,\theta)$.

F(x) is ${x\over \theta}$ on $(0,\theta)$.

And the density of $F_{(n)}(x)=n(F(x))^{n-1}f(x)$ on $(0,\theta)$.