I could not find a discussion of the following in any of several text-books
I looked at in University of West Aust  library. I would appreciate some
guidance, either in the form of a pointer to an appropriate reference, or an
answer/partial answer/comment or whatever. I did find several web-sites
which had exam questions on closely related topics, but no relevant
teaching material! Needless to say, I am not a statistician.


In its most specific form, I would like to know how one determines the
sampling distribution of the maximum of say, n, random normal deviates. I
would also like to know something more general. If I take multiple samples
of n random deviates from some distribution, what will be (or how could I
determine) the sampling distribution of the k-th ranked deviate. I hope I've
put this clearly. ... If, say, I take random numbers 6 at a time from some
distribution, what will be the sampling distribution of the maximum, the
2-nd highest, 5-th highest, minimum and such-like.

Cheers,
--
Mark R. Diamond




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