How to prove $E(|T_{(1)}-T_{(2)}|)=O(n^{-1})$.

27 Views Asked by At

Suppose $T_i\sim F$ i.i.d. for $i=1,\,\cdots,\,n$ where $F$ has continuous density function $f$ on $[0,\,1]$ such that $\inf_{t\in[0,1]}f(t)>0$.

Prove that $E(|T_{(1)}-T_{(2)}|)=O(n^{-1})$.

Here is what I have tried.

enter image description here