I want to find the p.d.f of the n-th order statistics from a set of independent, but NOT identically distributed random variables $X\_1, \dots, X\_n$ (the p.d.f. of the $X\_i$'s is at hand)



Order statistics of independent NOT identically distributed random variables
It is Bapat-Beg theorem: <http://en.wikipedia.org/wiki/Bapat%E2%80%93Beg_theorem>
Not suprissingly, the permanent shows up. This is why I know it.


