Mathematical Proceedings of the Cambridge Philosophical Society

Research Article

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

R. A. Fishera1 and L. H. C. Tippett

a1 Gonville and Caius College

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 distribution the limiting distribution has h = 0.

From the normal distribution the limiting distribution is approached with extreme slowness; the final series of forms passed through as the ultimate form is approached may be represented by the series of limiting distributions in which h tends to zero in a definite manner as n increases to infinity.

Numerical values are given for the comparison of the actual with the penultimate distributions for samples of 60 to 1000, and of the penultimate with the ultimate distributions for larger samples.

(Received November 24 1927)

(Accepted December 05 1927)