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.