A new general asymptotic formula for the Mills' ratio of the skew-generalized normal distribution

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

卷:480

Article

Lu, Dawei¹  Xu, Huiyuan¹  Niu, Yi¹ 

[1] Dalian Univ Technol, Sch Math Sci, Dalian 116023, Peoples R China

关键词: Rate of convergence;    Complete monotonicity;    Inequalities;    Lower and upper bounds;   

DOI  :  10.1016/j.jmaa.2019.123378

来源: Elsevier

【 摘 要 】

In this paper, we establish some lower and upper bounds with explicit expressions for the Mills' ratio of the skew-generalized normal distribution. And for demonstrating the efficiency of our estimates, some numerical computations are provided. (C) 2019 Elsevier Inc. All rights reserved.

【 授权许可】

Free