#### Description:

Calculates an approximation to the variance of the largest normal order statistic for a
sample of a given size. This routine is used to estimate the value of the V11 argument of
PDA_COVMAT.

#### Invocation

RESULT = PDA_V11( N, IFAULT )

#### Arguments

##### N = INTEGER
(Given)

The size of the order sample.

##### IFAULT = INTEGER (Returned)

Zero for success, otherwise
N is less than 1.

#### Returned Value

##### PDA_V11 = DOUBLE PRECISION

The required variance.

####
Origin

Applied Statistics / Statlib Archive

#### Copyright

The Royal Statistical Society.