On a lower bound for the multivariate normal Mills' ratio

DOI10.1214/aop/1176992380zbMath0606.60020OpenAlexW2014360573MaRDI QIDQ1084748

Satish Iyengar

Publication date: 1986

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176992380

zbMATH Keywords

lower boundmultivariate Mills' ratiolikelihood ratio argumentpositive skewness parameter

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Inequalities; stochastic orderings (60E15) Probability distributions: general theory (60E05)

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