New expressions for repeated upper tail integrals of the normal distribution

DOI10.1007/S11009-010-9198-3MaRDI QIDQ429979zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3683507 (Why is no real title available?)
• scientific article; zbMATH DE number 3273551 (Why is no real title available?)
• A geometrical derivation of the shape density
• A simple expression for the multivariate Hermite polynomials
• Expressions for the normal distribution and repeated normal integrals
• Fisher's repeated normal integral function and shape distributions
• New expressions for repeated lower tail integrals of the normal distribution
• The mean resultant length of the spherically projected normal distribution

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

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