Probability distribution functions. Normal distribution Lognormal distribution Mean, median and mode Tails Extreme value distributions. Normal (Gaussian) distribution. P robability density function (PDF) What does figure tell about the cumulative distribution function (CDF)?.
Almost same mean and
With normal distribution, maximum of sample is more narrowly distributed than original distribution.
Max of 10 standard normal samples. 1.54 mean, 0.59 standard deviation
Max of 100 standard normal samples. 2.50 mean, 0.43 standard deviation