Re: Order Statistics of Independent Normal Distribution.

you can refer
http://home.jesus.ox.ac.uk/~clifford/a5/chap2/node8.html
http://citeseer.ist.psu.edu/136609.html (download the paper)



On Nov 16, 6:41 pm, Wudong Liu <wudong....@xxxxxxxxx> wrote:
Dear all:
Now in a project of mine, I need to obtain the mean and std of extreme
order statistics of independent normal distribution(not necessary
standard). I know this should not be a hard job. Can anyone please
give me a reference on this, where I can find some already derived
equations.

Thank you.
Warren

.

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