New expressions for repeated lower tail integrals of the normal distribution

zbMATH Open1132.60016MaRDI QIDQ2479697FDOQ2479697

Authors: S. Christopher Withers, Saralees Nadarajah 

Publication date: 1 April 2008

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

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zbMATH Keywords

Airy functions, Hermite functions, Hermite polynomials, Mills' ratio, normal distribution, repeated integrals

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Limit theorems in probability theory (60F99)

Cited In (4)

• Repeated integrals of the univariate normal as a finite series with the remainder in terms of Moran's functions
• New expressions for repeated upper tail integrals of the normal distribution
• A reciprocal relation for Hermite polynomials
• Expressions for the normal distribution and repeated normal integrals

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