Range (of variation of a sample)

The difference $$ w_n=x_\mathrm{max}-x_\mathrm{min} $$ between the largest $x_\mathrm{max}=x_n$ and smallest $x_\mathrm{min}=x_1$ values in the ordered sample $$ (x_1,\dotsc,x_n),\quad x_1\leq\dotsb\leq x_n\,, $$ obtained by taking $n$ independent measurements of the same random variable $X$. Let $F(x) = \mathbf{P}\\{X \le x\\}$ be the distribution function of the random variable $X$. Then the probability distribution for the range is $$ \mathbf{P}\\{w_n \le t\\} = n \int_{-\infty}^\infty (F(x+t)-F(x))^{n-1} dF(x)\,,\ \ \ 0 \le t \le \infty \ . $$

#### References[edit]

[1] |  B.L. van der Waerden, "Mathematische Statistik" , Springer (1957)

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[2] |  L.N. Bol'shev, N.V. Smirnov, "Tables of mathematical statistics" , Libr. math. tables , 46 , Nauka (1983) (In Russian) (Processed by L.S. Bark and E.S. Kedrova)

#### Comments[edit]

The range of variation of a sample is also called the sample range.

#### References[edit]

[a1] |  D.B. Owen, "Handbook of statistical tables" , Addison-Wesley (1962)

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