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A transformation for normal extremes
Published online by Cambridge University Press: 14 July 2016
Abstract
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.
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- Part 5 — Statistical Theory
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- Copyright © 1982 Applied Probability Trust
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