[R] order statistics / sample quantiles

[Thomas Lumley]

On Thu, 10 Nov 2005, Bickel, David wrote:

> Are there any R functions or packages that can compute distributions,
> expectations, or quantiles of order statistics (or sample quantiles or
> extreme values) for a given distribution such as a normal distribution?
> Both exact and asymptotic calculations are of interest. I am already
> aware of the 'quantile' function of 'stats'.
>

The density function of the order statistics is given as an example in the 
FAQ.  This can then be integrated with integrate() to give expectations.

 	-thomas