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- Is there a name for the probability distribution of the range of a sample (size n) taken from a standard normal population?
I recently came across a distribution called the "Studentized Range" (for example, implemented as ptukey(x,n,dof) and qtukey(x,n,dof) in the R software package). Essentially it's the distribution of the range (max sample value - min sample value), for a sample (size n) taken from a student_t distribution (degrees of freedom dof).
Was just curious if there is a named distribution for the same thing except with the sample being taken from N(0,1) instead of student_t. Basically I was wondering if it's a distribution that's already implemented in various stats packages of if it just remains unnamed and unloved?
I know it can be approximated by just using a large dof in existing "Studentized Range" implementations like ptukey(), but wondering if it already exists as a named and tabulated distribution in it's own right.
Was just curious if there is a named distribution for the same thing except with the sample being taken from N(0,1) instead of student_t. Basically I was wondering if it's a distribution that's already implemented in various stats packages of if it just remains unnamed and unloved?
I know it can be approximated by just using a large dof in existing "Studentized Range" implementations like ptukey(), but wondering if it already exists as a named and tabulated distribution in it's own right.
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