Approximating Mills ratio

DOI10.1016/J.JMAA.2014.05.034MaRDI QIDQ401126zbMATH OpenOpenAlexFDO

Authors Armengol Gasull, Frederic Utzet

Publication date 26 August 2014

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

Full work available at URL https://arxiv.org/abs/1307.3433

zbMATH Keywords

error functionGaussian \(Q\)-functionGaussian lawMills ratio

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Abstract: Consider the Mills ratio $$, where $phi$ is the density function of the standard Gaussian law and $Phi$ its cumulative distribution.We introduce a general procedure to approximate $f$ on the whole $[0,infty)$ which allows to prove interesting properties where $f$ is involved. As applications we present a new proof that $1/f$ is strictly convex, and we give new sharp bounds of $f$ involving rational functions, functions with square roots or exponential terms. Also Chernoff type bounds for the Gaussian $Q$--function are studied.

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Cited in

(31)

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• Proposal of simple and accurate two-parametric approximation for the \(Q\)-function
• Editorial expression of concern: On approximating Mills ratio
• The monotonicity of ratios involving arc tangent function with applications
• Some new upper and lower bounds for the Mills ratio
• Exact bounds on the inverse Mills ratio and its derivatives
• A new general asymptotic formula for the Mills' ratio of the skew-generalized normal distribution
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• Mills' ratio: Monotonicity patterns and functional inequalities
• On approximating Mills ratio
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• scientific article; zbMATH DE number 816040 (Why is no real title available?)
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