On Laplace continued fraction for the normal integral

DOI10.1007/BF00048673zbMath0760.62019MaRDI QIDQ1206634

Chu-In Charles Lee

Publication date: 1 April 1993

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

boundspower seriesconvergence rateasymptotic optimalityadmissibilitylocal optimalitynormal tail probabilityextreme case of admissible bounds of the Mills' ratioLaplace continued fractionmodified continued fractionmonotone decreasing absolute errorrational boundratios of two polynomialssharpest tail bound

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

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Cites Work

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• Approximating tail areas of probability distributions
• A convergent asymptotic expansion for Mill's ratio and the normal probability integral in terms of rational functions
• Yet another series for the normal integral
• Irrational fraction approximations to Mills' ratio
• On the Evaluation of Distribution Functions
• Analytic Inequalities
• Values of Mills' Ratio of Area to Bounding Ordinate and of the Normal Probability Integral for Large Values of the Argument
• Some Inequalities on Mill's Ratio and Related Functions
• INEQUALITIES FOR THE NORMAL INTEGRAL INCLUDING A NEW CONTINUED FRACTION
• An Inequality for Mill's Ratio

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