Dümbgen, Lutz (2010). Bounding Standard Gaussian Tail Probabilities (Technical Report / University of Bern Institute of Mathematical Statistics and Actuarial Science 76). University of Bern
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BoundingPhi.pdf - Published Version Available under License BORIS Standard License. Download (2MB) | Preview |
Official URL: http://arxiv.org/abs/1012.2063
We review various inequalities for Mills' ratio (1 - Φ)= Ø, where Ø and Φ denote
the standard Gaussian density and distribution function, respectively. Elementary
considerations involving finite continued fractions lead to a general approximation
scheme which implies and refines several known bounds.
Item Type: |
Report (Report) |
|---|---|
Division/Institute: |
08 Faculty of Science > Department of Mathematics and Statistics > Institute of Mathematical Statistics and Actuarial Science |
UniBE Contributor: |
Dümbgen, Lutz |
Subjects: |
500 Science > 510 Mathematics |
Series: |
Technical Report / University of Bern Institute of Mathematical Statistics and Actuarial Science |
Publisher: |
University of Bern |
Language: |
English |
Submitter: |
Lutz Dümbgen |
Date Deposited: |
29 Jul 2015 14:59 |
Last Modified: |
05 Dec 2022 14:48 |
ArXiv ID: |
1012.2063 |
Additional Information: |
IMSV Technical Report 76 |
BORIS DOI: |
10.7892/boris.70471 |
URI: |
https://boris.unibe.ch/id/eprint/70471 |
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