Certain approximations to achieve sharp lower and upper bounds for the Mills' ratio of the inverse Gaussian distribution

DOI10.1016/j.jmaa.2016.06.059zbMath1375.60046OpenAlexW2468842442MaRDI QIDQ530356

Dawei Lu

Publication date: 29 July 2016

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2016.06.059

zbMATH Keywords

inequalityinverse Gaussian distributionlower and upper boundscompletely monotonic functions

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Probability distributions: general theory (60E05)

Related Items

Proposal of simple and accurate two-parametric approximation for the \(Q\)-function ⋮ Some new upper and lower bounds for the Mills ratio ⋮ A new general asymptotic formula for the Mills' ratio of the skew-generalized normal distribution

Cites Work

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• A note on multivariate Gaussian estimates
• A note on the estimate of the beta distribution
• A note on the estimate of Gamma distribution
• A property of the generalized inverse Gaussian distribution with some applications
• Inverse Gaussian Ratio Estimation
• Estimation of the Inverse Gaussian Distribution Function
• On the Inverse Gaussian Distribution Function

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