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• W2073103731 abstract "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 to approximate f on the whole [0,∞) which allows to prove interesting properties where f is involved. As applications we present a new proof that 1/f is strictly convex, and we give new sharp bounds of f involving rational functions, functions with square roots or exponential terms. Also Chernoff type bounds for the Gaussian Q-function are studied." @default.
• W2073103731 created "2016-06-24" @default.
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• W2073103731 date "2014-12-01" @default.
• W2073103731 modified "2023-10-12" @default.
• W2073103731 title "Approximating Mills ratio" @default.
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• W2073103731 doi "https://doi.org/10.1016/j.jmaa.2014.05.034" @default.
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