Values of Mills' Ratio of Area to Bounding Ordinate and of the Normal Probability Integral for Large Values of the Argument
From MaRDI portal
Publication:5781429
DOI10.1214/aoms/1177731721zbMath0026.33201WikidataQ93664714 ScholiaQ93664714MaRDI QIDQ5781429
Publication date: 1941
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177731721
Related Items
Schranken für die Normalverteilung, Bounds on Iterated Coerror Functions and Their Ratios, On Low-Risk Heavy Hitters and Sparse Recovery Schemes, A Double Inequality for the Tail Probability of Standard Normal Distribution, Isotropic measures and stronger forms of the reverse isoperimetric inequality, Skew-Normal ARMA Models with Nonlinear Heteroscedastic Predictors, Implementation of a goodness-of-fit test through Khmaladze martingale transformation, Correlation in a singly truncated bivariate normal distribution, On approximating Mills ratio, \(p\)-value model selection criteria for exponential families of increasing dimension, Insurance valuation: a computable multi-period cost-of-capital approach, Consistency of Markov chain quasi-Monte Carlo on continuous state spaces, Slepian noise approach for Gaussian and Laplace moving average processes, Current status data with competing risks: Limiting distribution of the MLE, Evaluation of the normal distribution function, On Laplace continued fraction for the normal integral, Degree asymptotics with rates for preferential attachment random graphs, Self-similar shrinkers of the one-dimensional Landau-Lifshitz-Gilbert equation, Adverse selection, efficiency and the structure of information, The method of cumulants for the normal approximation, A quantile inequality for location-scale distributions, Optimal Mirrleesian taxation in non-competitive labor markets, Bayesian robustness under a skew-normal class of prior distribution, Improved inequalities for the Poisson and binomial distribution and upper tail quantile functions, Simultaneous estimation of \(p\) positive normal means with common unknown variance, Bayes approach to compound distributions arising from truncated mixing densities, A convergent asymptotic expansion for Mill's ratio and the normal probability integral in terms of rational functions, Valuation when disaster risks increase at an increasing rate, Asymptotically Efficient Estimation of a Bivariate Gaussian–Weibull Distribution and an Introduction to the Associated Pseudo-truncated Weibull, Tail Probability Ratios of Normal and Student’stDistributions, Likelihood Ratio Tests for the Non Equivalence of Means, Combining thresholding rules: a new way to improve the performance of wavelet estimators, Bounds for the t-tail area, Triserial correlation, Accuracy, confidence and consensus in bayesian hypothesis inference