New inequalities of Mill's ratio and application to the inverse Q-function approximation

zbMATH Open1283.94007arXiv1212.4899MaRDI QIDQ2859017FDOQ2859017

Authors: Pingyi Fan 

Publication date: 6 November 2013

Published in: The Australian Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Abstract: In this paper, we investigate the Mill's ratio estimation problem and get two new inequalities. Compared to the well known results obtained by Gordon, they becomes tighter. Furthermore, we also discuss the inverse Q-function approximation problem and present some useful results on the inverse solution. Numerical results confirm the validness of our theoretical analysis. In addition, we also present a conjecture on the bounds of inverse solution on Q-function.

Full work available at URL: https://arxiv.org/abs/1212.4899

Recommendations

• Some new approximations and proofs for Mills' ratio
• Approximating Mills ratio
• Some new upper and lower bounds for the Mills ratio
• Certain approximations to achieve sharp lower and upper bounds for the Mills' ratio of the inverse Gaussian distribution
• scientific article; zbMATH DE number 4133213

zbMATH Keywords

information entropyQ-functioninverse Q-functionMill's ratio inequality

Mathematics Subject Classification ID

Communication theory (94A05) Measures of information, entropy (94A17)

Cited In (6)

• Proposal of simple and accurate two-parametric approximation for the \(Q\)-function
• Some new approximations and proofs for Mills' ratio
• Class of tight bounds on the \(Q\)-function with closed-form upper bound on relative error
• Some new upper and lower bounds for the Mills ratio
• Title not available (Why is that?)
• On the quasi-Monte Carlo method with halton points for elliptic PDEs with log-normal diffusion

This page was built for publication: New inequalities of Mill's ratio and application to the inverse Q-function approximation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2859017)