# Approximation of the variance of the first order statistic (min) of normal random variates

I'm looking for a closed form approximation of the variance of the minimum order statistic for normal random variates. Can anyone point me to a reference, or an approximation?

I've seen the post about the approximate expected value of the min order statistic (Approximate order statistics for normal random variables), but I'm looking for the variance. Thanks!

• Note that by exploiting symmetry you can also take advantage of any results on the maximum. – Glen_b Nov 26 '13 at 2:56
• This paper may be of some value – Glen_b Nov 26 '13 at 2:58