New expressions for repeated upper tail integrals of the normal distribution

DOI10.1007/s11009-010-9198-3zbMath1255.60025OpenAlexW2033859246MaRDI QIDQ429979

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 functionsrepeated integralsMills' ratio

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items (2)

Edgeworth–Cornish–Fisher–Hill–Davis expansions for normal and non-normal limits via Bell polynomials ⋮ A reciprocal relation for Hermite polynomials

Cites Work

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• A simple expression for the multivariate Hermite polynomials
• New expressions for repeated lower tail integrals of the normal distribution
• The mean resultant length of the spherically projected normal distribution
• Expressions for the normal distribution and repeated normal integrals
• A geometrical derivation of the shape density
• Fisher's repeated normal integral function and shape distributions

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