Let $X_i$, $i=1...n$ be independent non identically distributed random variables and let $Y_i$ be its order statistics.
I want to find the probability that $X_i$ is equal to $Y_j$ for each i, j
$i.e., \mathbb{P}(X_i = Y_j)$.
It was easy to find the distributions of order statistics, but I cannot go further. Anyone can help?
Thanks.