Let X-1, horizontal ellipsis , X-n be n real-valued dependent random variables. With motivation from Mitra and Resnick([24]), we derive tail asymptotic expansion for the weighted sum of order statistics X-1: n <= ... <= X-n: n of X-1, horizontal ellipsis , X-n under the general case in which the distribution function of X-n: n is long-tailed or rapidly varying and X-1, horizontal ellipsis , X-n may not be comparable in terms of their tail probabilities. We also present two examples and an application of our results in risk theory.