Oh, g_{(n)}(y) is the density function for Y_{(n)}=max(Y1, Y2, ..., Yn)
g_{(n)}(y) = n[F(Y)]^{n-1}*f(y), where F(Y) is the distribution function of Y and f(y) is the density function. Since the bounds are theta and theta plus one, I assumed that f(y), by definition, is 1/(theta + one -...