Does anyone know if there are results (PDF or the CDF) on the order statistics (at least minimum or maximum) of $n$ random variables in which a few of them are i.i.d. and the rest of them are correlated identically distributed (with known covariance)?

I am aware of the results (PDF and CDF) of the order statistics of $n$ i.i.d random variables. I encounter the mixed (iid and non iid with known covariance) in my research. Do not know how to proceed. Any help would be appreciated.

  • $\begingroup$ What kind of results are you looking for? Such as bounds on probabilities, expectation etc? $\endgroup$ – Gautam Shenoy Nov 11 '14 at 7:32
  • $\begingroup$ I am looking for any result, in particular, the probability or cumulative distribution functions. $\endgroup$ – Oliver Nov 11 '14 at 7:33

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