Limiting forms of the frequency distribution of the largest or smallest member of a sample

@article{FisherLimitingFO,
  title={Limiting forms of the frequency distribution of the largest or smallest member of a sample},
  author={R. A. Fisher and Leonard Henry Caleb Tippett},
  journal={Mathematical Proceedings of the Cambridge Philosophical Society},
  volume={24},
  pages={180 - 190}
}
  • R. FisherL. Tippett
  • Published 1 April 1928
  • Mathematics, Geology
  • Mathematical Proceedings of the Cambridge Philosophical Society
Summary The limiting distribution, when n is large, of the greatest or least of a sample of n, must satisfy a functional equation which limits its form to one of two main types. Of these one has, apart from size and position, a single parameter h, while the other is the limit to which it tends when h tends to zero. The appropriate limiting distribution in any case may be found from the manner in which the probability of exceeding any value x tends to zero as x is increased. For the normal… 

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