Question 1

I have some doubts:

We define the density function as the function such that
Z b
P [x ∈ [a, b]] = fX (x)dx
a

For the case of joint density I only should consider x as a vector and [a,b] as [a, b]n and well, the in-
tegral as a multiple integral, I have found it this on this website: https://www.statlect.com/glossary/
joint-probability-density-function
In our case the density function for every uniform random variable is given by:

Z 1
P [ui ∈ [0, 1]] = fUi (ui )dui
0
1
with fUi (ui ) = 1−0 I{ui ∈0,1}

Now the first question is about to calculate the joint density function of the order statistic. The order statistic
is defined as U(1) < U(2) < ... < U(n) , Here I don’t understand how to write well this part Can I consider for
instance Z = U(1) < U(2) < ... < U(n) ?
I need to compute P [Z ∈ [0, 1]n ] but is unclear what is Z, because Z should be a vector since the question is
about “joint density”.
I have read something about that to prove this, I need to consider the ordering of the variables, but I don’t
find the link between the computation of the joint density and the order statistic random variable.