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Finding $E(N)$ in this question
suppose $X_1,X_2,\ldots$ is sequence of independent random variables of $U(0,1)$ if $N=\min\{n>0 :X_{(n:n)}-X_{(1:n)}>\alpha , 0<\alpha<1\}$ that $X_{(1:n)}$ is smallest order statistic and $X_{(n:n)}$ is largest order statistic. how can show $P(N>n)=P(X_{(n:n)}-X_{(1:n)}<\alpha)$