## estimate standard deviation of the maximum as an estimate of upper limit n=20 sdhats1 = sdhats2 = NULL origmaxs = NULL for (i in 1:10000){ X = runif(n) maxs1=maxs2=NULL for (b in 1:1000){ maxs1 = c(maxs1,max(sample(X, n, replace = T))) maxs2 = c(maxs2,max(runif(n)*max(X))) } sdhats1 = c(sdhats1, sd(maxs1)) sdhats2 = c(sdhats2, sd(maxs2)) origmaxs = c(origmaxs, max(X)) } summary(sdhats1) summary(sdhats2) sd(origmaxs) # true value: sqrt(n/( (n+1)^2 * (n+2)))