A transformation for normal extremes
A transformation is introduced to stabilize the variance of the largest value in a sample from a normal distribution. The transformed distribution is found to approximate closely to the limiting Gumbel form for all sample sizes. The practical implications of the result are discussed.
1985 ◽
Vol 24
(03)
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pp. 120-130
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Keyword(s):
1959 ◽
Vol 27
(3)
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pp. 231-235
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2021 ◽
Vol 27
(127)
◽
pp. 188-212
1986 ◽
Vol 35
(3)
◽
pp. 327-329
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