I am working with a colleague trying to understand the Terry Hoeffding normal Scores test. We have gotten help in this post: Normal Order Statistic for Terry-Hoeffding Test to get to a certain point, but we are still missing a piece. We are trying to figure out how to calculate the Var(C), more specifically, how did was the 18.6633 calculated.
The article: https://drive.google.com/file/d/1DIxSH6bCH1bJP0Ndg7TZVX3PoxkT4QlO/view
Earlier post about it from my colleague: Expected values normal order statistics
