Bounding Standard Gaussian Tail Probabilities
| Data(s) |
2010
|
|---|---|
| Resumo |
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. |
| Formato |
application/pdf |
| Identificador |
http://boris.unibe.ch/70471/1/BoundingPhi.pdf Dümbgen, Lutz (2010). Bounding Standard Gaussian Tail Probabilities (Technical Report / University of Bern Institute of Mathematical Statistics and Actuarial Science 76). University of Bern doi:10.7892/boris.70471 |
| Idioma(s) |
eng |
| Publicador |
University of Bern |
| Relação |
http://boris.unibe.ch/70471/ http://arxiv.org/abs/1012.2063 |
| Direitos |
info:eu-repo/semantics/openAccess |
| Fonte |
Dümbgen, Lutz (2010). Bounding Standard Gaussian Tail Probabilities (Technical Report / University of Bern Institute of Mathematical Statistics and Actuarial Science 76). University of Bern |
| Palavras-Chave | #510 Mathematics |
| Tipo |
info:eu-repo/semantics/report info:eu-repo/semantics/publishedVersion NonPeerReviewed |
