Hi Shirley,
Take a look at
http://mathworld.wolfram.com/OrderStatistic.html
Hope this is of help.
Paul Johnson
http://www.biostatsoftware.com
--- nsyc <[log in to unmask]> wrote:
> I am looking for the distribution of the maximum
> value of n Normal variables,
> and its expected value and variance. Does anyone
> have an easy reference or
> solution? I know that the max of 2 Normal(0,theta)
> variables has expected
> value equal to the square root of (theta/pi).
> Many thanks and Happy New Year.
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