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We introduce and investigate approximations for the probability distribution of the maximum of n independent and identically distributed nonnegative random variables, in terms of the number n and the first few moments of the underlying probability distribution, assuming the distribution is unbounded above but does not have a heavy tail. Because the mean of the underlying distribution can immediately be factored out, we focus on the effect of the squared coefficient of variation (SCV, c 2 ,doi:10.1287/opre.1060.0375 fatcat:max27ywymbfz7hvby6ilwn5z6a