New expressions for repeated upper tail integrals of the normal distribution

DOI10.1007/S11009-010-9198-3zbMATH Open1255.60025OpenAlexW2033859246MaRDI QIDQ429979FDOQ429979

Authors: Christopher S. Withers, Saralees Nadarajah 

Publication date: 20 June 2012

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-010-9198-3

Recommendations

• New expressions for repeated lower tail integrals of the normal distribution
• Expressions for the normal distribution and repeated normal integrals
• A uniform approximation to the right normal tail integral
• Non-normal limit theorem for a new tail index estimation
• Tail behaviour of multiple random integrals and \(U\)-statistics
• New limit distributions for extremes under a nonlinear normalization
• scientific article; zbMATH DE number 775091

zbMATH Keywords

normal distributionHermite polynomialsHermite functionsMills' ratiorepeated integrals

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Cites Work

• Title not available (Why is that?)
• A simple expression for the multivariate Hermite polynomials
• The mean resultant length of the spherically projected normal distribution
• Title not available (Why is that?)
• New expressions for repeated lower tail integrals of the normal distribution
• Expressions for the normal distribution and repeated normal integrals
• A geometrical derivation of the shape density
• Fisher's repeated normal integral function and shape distributions

Cited In (5)

• Repeated integrals of the univariate normal as a finite series with the remainder in terms of Moran's functions
• A reciprocal relation for Hermite polynomials
• New expressions for repeated lower tail integrals of the normal distribution
• Expressions for the normal distribution and repeated normal integrals
• Edgeworth-Cornish-Fisher-Hill-Davis expansions for normal and non-normal limits via Bell polynomials

This page was built for publication: New expressions for repeated upper tail integrals of the normal distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q429979)