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The question is, I'm picking random variables from a normal distribution with mean $\mu$ and standard deviation $\sigma$. If I'm picking n random variables and sorting them in the ascending order, what is the expected value of first k variables (from the sorted n variables)? Can anyone help me to derive an expression for this expected value?

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Useful keyphrase: "Order statistics" – Jyotirmoy Bhattacharya Jan 22 '13 at 7:34
Does anyone know how to do this? This question is part of my research and I would like to see some comments for any methods which I can try. – Udara Jan 25 '13 at 2:37

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