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| where U(i) is given [ http://en.wikipedia.org/wiki/Normal_probability_plot: here.] | where U(i) is given [http://en.wikipedia.org/wiki/Normal_probability_plot here.] |
Quick formula for the expected value of a Normal order statistic
The expected value of a Normal Order Statistic may be computed as the absolute value of
$$\Phi^{-1}(U(i))$$
where $$\Phi^{-1}$$ is the inverse Normal cumulative density function which converts a probability to a z-score.
where U(i) is given [http://en.wikipedia.org/wiki/Normal_probability_plot here.]