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On the Order Statistics from Equally Correlated Normal Random Variables.
PURDUE UNIV LAFAYETTE IND DEPT OF STATISTICS
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Let x sub 1,...,x sub n be N standardized normal variables with correlation matrix p sub ij and let X sub 1 or x sub 2 or ... or x sub N denote the ordered X sub i. Besides some general distribution theory, this paper deals with the case where p sub ij p0 for all i and j i not equal to j. Author
APPROVED FOR PUBLIC RELEASE