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

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

卷:444

Article

Lu, Dawei^1,2 

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

[2] Chinese Univ Hong Kong, Dept Stat, Shatin, Hong Kong, Peoples R China

关键词: Inverse Gaussian distribution;    Completely monotonic functions;    Inequality;    Lower and upper bounds;   

DOI  :  10.1016/j.jmaa.2016.06.059

来源: Elsevier

【 摘 要 】

In this note, we prove new complete monotonicity properties of some functions associated with the inverse Gaussian distribution. Based on these properties, we present some lower and upper bounds with explicit expressions for the Mills' ratio of the inverse Gaussian distribution. Finally, for demonstrating the efficiency of our estimates, some numerical computations are provided. (C) 2016 Elsevier Inc. All rights reserved.

【 授权许可】

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