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broken link fixed, cf. https://meta.mathoverflow.net/q/5301/70594

edited Jul 9, 2022 at 20:01

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Your problem is closely related to order statistics for normal random variables, so you may find this paper useful: Percentage Points and Modes of Order Statistics from the Normal Distribution by Shanti S. Gupta

answered Nov 20, 2009 at 14:46

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