  The present paper discusses the statistical distribution for the estimator of
Rosenthal's 'Fail-Safe' number NR, which is an estimator of unpublished studies
in meta-analysis. We calculate the probability distribution function of NR.
This is achieved based on the Central Limit Theorem and the proposition that
certain components of the estimator NR follow a half normal distribution,
derived from the standard normal distribution. Our proposed distributions are
supported by simulations and investigation of convergence.
