Take the 2-minute tour ×
Mathematics Stack Exchange is a question and answer site for people studying math at any level and professionals in related fields. It's 100% free, no registration required.

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?

share|improve this question
3  
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

Your Answer

 
discard

By posting your answer, you agree to the privacy policy and terms of service.

Browse other questions tagged or ask your own question.