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!

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    $\begingroup$ Note that by exploiting symmetry you can also take advantage of any results on the maximum. $\endgroup$
    – Glen_b
    Nov 26, 2013 at 2:56
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    $\begingroup$ This paper may be of some value $\endgroup$
    – Glen_b
    Nov 26, 2013 at 2:58


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