Mills' ratio: Monotonicity patterns and functional inequalities
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Publication:2470525
DOI10.1016/J.JMAA.2007.09.063zbMATH Open1138.60022OpenAlexW1999912137MaRDI QIDQ2470525FDOQ2470525
Authors: Árpád Baricz 
Publication date: 14 February 2008
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2007.09.063
Recommendations
normal distributioncomplete monotonicityfunctional inequalityMills' ratioSchwarz's inequalitymonotone form of l'Hospital's ruleTurán-type inequality
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Cited In (41)
- Monotonicity of rank order probabilities in signal detection models of simultaneous detection and identification
- Error function inequalities
- A subadditive property of the error function
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- On approximating Mills ratio
- Bayesian robustness under a skew-normal class of prior distribution
- Approximating Mills ratio
- Turán determinants of Bessel functions
- Distances between distributions via Stein's method
- Turán type inequalities for Krätzel functions
- Bounds for the ratio of two gamma functions
- Turán type inequalities for Tricomi confluent hypergeometric functions
- Some new approximations and proofs for Mills' ratio
- Beyond the hazard rate: more perturbation algorithms for adversarial multi-armed bandits
- Convolution of beta prime distribution
- The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square
- Geometrically concave univariate distributions
- Exact bounds on the inverse Mills ratio and its derivatives
- Some new upper and lower bounds for the Mills ratio
- A limit formula and a series expansion for the bivariate normal tail probability
- On bounds for solutions of monotonic first-order difference-differential systems
- Mills' ratio: reciprocal convexity and functional inequalities
- Quantity premiums and discounts in dynamic pricing
- New sharp approximations involving incomplete gamma functions
- On the norming constants for normal maxima
- Geodesics and flows in a Poissonian city
- Hierarchical Bayes, maximum a posteriori estimators, and minimax concave penalized likelihood estimation
- The bivariate normal copula
- The first-passage time distribution for the diffusion model with variable drift
- A Cauchy-type functional inequality for the error function
- Posted pricing vs. bargaining in sequential selling process
- First-order covariance inequalities via Stein's method
- Optimal lower and upper bounds for the geometric convex combination of the error function
- Functional inequalities for modified Bessel functions
- Information manipulation and competition
- A Kuczma-type functional inequality for error and complementary error functions
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- A stochastic ordering based on the canonical transformation of skew-normal vectors
- Turán type inequalities for modified Bessel functions
- Grünbaum-type inequalities for special functions
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