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I'm still working through this one. Yes, given N IID r.v., the maximum statistic is described by the beta distribution. Actually it is F(x) that is beta distributed. Remember that the argument of the beta distribution goes from 0 to 1. In fact, the beta distribution is the sampling distribution that describes any order statistic (k = 1 to n) taken from any distribution. Maximum and minimum become special cases. In all cases, the sample cdf of the maximum is G(x) = F(x)n. For the uniform, F(x) =(x-A)/(B-A) for a Uniform(A,B) continuous distribution. Now, if I'm using the beta cdf, B(x), for order statistics (k=1 is the minimum, k=n is the maximum), in the form, B(x|alpha, beta), then alpha = k and beta = n-k+1 and x = F(x) so the sampling distribution is: G(x) = B(F(x)|k,n-k+1) for any rank order statistic X(k), and for the maximum, B(F(x),n,1). The inverse of G(x) is interesting, G-1(p)=F-1(B-1(p))=x, where p is a probability of being equal or less than x. OK, this might not be so clear, and I try to post a bit more on this later. Your second question is difficult. Your sample is not taken independently. Each selection bears some relation to the prior selection. I don't see that even a large sample would be representative of the population, but I need to think on this some more. I thought a partial answer now is better than none at all.

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Q: What is the distribution of the maximum of a set of N uniform random variables when they are NOT independent - its a beta distribution if they are IID?
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