Lower bounds for the multivariate normal Mills' ratio

DOI10.1214/aop/1176995056zbMath0399.62047OpenAlexW2034276860MaRDI QIDQ1254806

George P. Steck

Publication date: 1979

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

Full work available at URL: https://doi.org/10.1214/aop/1176995056

zbMATH Keywords

Jensen's InequalityLower BoundsMultivariate Normal Mills Ratio

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Probability distributions: general theory (60E05)

Related Items (6)

On multivariate Gaussian tails ⋮ The network matching principle: a model of efficient resource allocation by informal social networks in non-profit and other non-market social structures ⋮ Asymptotics and bounds for multivariate Gaussian tails ⋮ A note on the estimates of multivariate Gaussian probability ⋮ A note on multivariate Gaussian estimates ⋮ A new general asymptotic formula for the Mills' ratio of the skew-generalized normal distribution

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