From An Intermediate Course in Probability by Allan Gut:
Let $X_{1},X_{2},\ldots, X_{n}$ be independent, continuous random variables with common distribution function $F(x)$, and consider the order statistic $(X_{(1)},X_{(2)},\ldots, X_{(n)})$. Compute $\mathrm{E}(F(X_{(n)})-F(X_{(1)}))$.
The answer should be $\frac{n-1}{n+1}$. How to arrive at this answer?
$\mathrm{E}(X_{n}-X_{1})=\frac{n-1}{n+1}$ for $X\in U(0,1)$, but nothing is known about the distribution of $F(x)$, exept it is continous i.i.d.
Would you believe $F_X(X)\sim\mathcal U[0,1]$ ?