I have a problem that asks me to find the expected value of the maximum of 4 random variables uniformly distributed on (0,5) . If they were Uniform on (0,1), I could quickly use the expected value for the beta distribution , and get (4/5). So I just guessed to multiply this by the length of the interval and the answer is correct and takes a lot less time than finding the density and integrating. I don't know if it really makes sense, or it's just coincidence.


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