Geodesic
On Transformations of Random Variables
Teoriâ veroâtnostej i ee primeneniâ, Tome 4 (1959) no. 2, pp. 136-149

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In the paper the relationship between asymptotically normal transformations of random variables and the Cornish-–Fisher expansion is established. This relationship enables asymptotically normal transformations to be constructed by a general method. Some generalizations of Wilson–Hilferty and Bartlett transformations may serve as examples. The percentage points of the $\chi^2$-distribution with n degrees of freedom, $n\geq80$, are given. The last example is devoted to the construction of normal random numbers. 
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     author = {L. N. Bol'shev},
     title = {On {Transformations} of {Random} {Variables}},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
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     volume = {4},
     number = {2},
     year = {1959},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1959_4_2_a1/}
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L. N. Bol'shev. On Transformations of Random Variables. Teoriâ veroâtnostej i ee primeneniâ, Tome 4 (1959) no. 2, pp. 136-149. http://geodesic.mathdoc.fr/item/TVP_1959_4_2_a1/