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 …
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 …
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 …
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 …
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 …
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 …
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 …
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 …
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 …