“The Asymptotical Distribution of Range in Samples from a Normal Population”, 1947 (; backlinks; similar):
Consider a sample of n observations, taken from an infinite normal population with the mean 0 and the standard deviation 1. Let a be the smallest and b the greatest of the observed values. Then w = b − a is the range of the sample.
For certain statistical purposes, knowledge of the sampling distribution of range is needed. The distribution function, however, involves a rather complicated integral, whose exact calculation is, for n > 2, impossible.
It seems to be at least of theoretical interest to investigate the asymptotical distribution of range for n → ∞. This is the purpose of the present paper.