Mills' ratio: Monotonicity patterns and functional inequalities

Á Baricz - Journal of Mathematical Analysis and Applications, 2008 - Elsevier
In this paper we study the monotonicity properties of some functions involving the Mills' ratio
of the standard normal law. From these we deduce some new functional inequalities …

[HTML][HTML] Approximating mills ratio

A Gasull, F Utzet - Journal of Mathematical Analysis and Applications, 2014 - Elsevier
Consider the Mills ratio f (x)=(1− Φ (x))/ϕ (x), x≥ 0, where ϕ is the density function of the
standard Gaussian law and Φ its cumulative distribution. We introduce a general procedure …

Bounding standard gaussian tail probabilities

L Duembgen - arXiv preprint arXiv:1012.2063, 2010 - arxiv.org
We review various inequalities for Mills' ratio (1-\Phi)/\phi, where\phi and\Phi denote the
standard Gaussian density and distribution function, respectively. Elementary considerations …

Monotonicity results and new bounds for the Mills ratio

ZH Yang, JF Tian - Statistical Papers, 2025 - Springer
The Mills ratio of the standard Gaussian law plays an important role in probability and
statistics since its reciprocal is the failure rate function. In the paper, we verify the increasing …

Functional inequalities for the error function, II

H Alzer - Aequationes mathematicae, 2009 - infona.pl
Let $${\rm erf}(x)=\frac {2}{\sqrt {\pi}}\int_0^ xe^{-t^{2}} dt $$ be the error function. We prove
that the following inequalities are valid for all positive real numbers x, y with $$ x\leq y …

Optimal constants in concentration inequalities on the sphere and in the Gauss space

G Aubrun, J Jenkinson, SJ Szarek - arXiv preprint arXiv:2406.13581, 2024 - arxiv.org
We show several variants of concentration inequalities on the sphere stated as subgaussian
estimates with optimal constants. For a Lipschitz function, we give one-sided and two-sided …

New Spectral Properties of Imaginary part of Gribov-Intissar Operator

A Intissar - arXiv preprint arXiv:2310.02175, 2023 - arxiv.org
In 1998, we have given in ([14] Intissar, A., Analyse de Scattering d'un op\'erateur cubique
de Heun dans l'espace de Bargmann, Comm. Math. Phys. 199 (1998) 243-256) the …

[PDF][PDF] Normalizing volatility transforms and general parameterization of volatility smile

V Lucic - Available at SSRN, 2021 - academia.edu
We provide an alternative proof of monotonicity of normalizing volatility transforms (NVTs)
due to Fukasawa (2012), and then obtain a general formula for volatility surface for which …

Some new approximations and proofs for Mills' ratio

D Lu, L Song, G Tang - Results in Mathematics, 2018 - Springer
In this paper, we present some new proofs for asymptotic series of Mills' ratio. Given these
new inequalities, the upper bound of the error of Mills' ratio can be estimated more exactly …

Improvements of Polya upper bound for cumulative standard normal distribution and related functions

O Eidous - arXiv preprint arXiv:2205.03485, 2022 - arxiv.org
Although there is an extensive literature on the upper bound for cumulative standard normal
distribution, there are relatively not sharp for all values of the interested argument x. The aim …