Bounding Standard Gaussian Tail Probabilities

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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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:

29 Jul 2015 14:59

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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