reps <- 10000 theta <- 3 # anything will do for your choice of theta n <- 5 data <- t(replicate(reps,runif(n,0,theta))) results.mle <- apply(data,1,max) results.mom <- 2*apply(data,1,mean) par(mfrow=c(1,2)) hist(results.mle,xlim=c(0,6)) hist(results.mom,xlim=c(0,6))