when searching for the distribution of the extreme value of a large set of iid Gaussian RVs, I stumbled upon this answer by Sasha, which gave more accurate results than the approximation given in Fisher & Tippett. There was no reference for the source of Sahsa's approximation, and it would be helpful if someone could direct me to some book or article that derives it.
2026-03-27 08:41:21.1774600881
Reference request: Distribution of a maximum Gaussian RV
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Sasha's answer cites
http://reference.wolfram.com/language/ref/ExtremeValueDistribution.html#6764486
The example there starting with the text "Construct an approximation for the distribution of maximum value in a normal sample of size $n$:" is the computation shown in her answer.
What more reference are you wanting?