New expressions for repeated lower tail integrals of the normal distribution

zbMath1132.60016MaRDI QIDQ2479697

S. Christopher Withers, Saralees Nadarajah

Publication date: 1 April 2008

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

zbMATH Keywords

Airy functions, Hermite functions, Hermite polynomials, Mills' ratio, normal distribution, repeated integrals

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Limit theorems in probability theory (60F99)

Related Items (2)

New expressions for repeated upper tail integrals of the normal distribution ⋮ A reciprocal relation for Hermite polynomials

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