# Order statistics of mixed (iid as well as non iid) random variables

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.

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