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- W2183225102 abstract "The inverse Mills ratio is $R:=varphi/Psi$, where $varphi$ and $Psi$ are, respectively, the probability density function and the tail function of the standard normal distribution. Exact bounds on $R(z)$ for complex $z$ with $Re zge0$ are obtained, which then yield logarithmically exact bounds on high-order derivatives of $R$. The main idea of the proof is a non-asymptotic version of the so-called stationary-phase method." @default.
- W2183225102 created "2016-06-24" @default.
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- W2183225102 date "2015-12-01" @default.
- W2183225102 modified "2023-09-27" @default.
- W2183225102 title "Exact bounds on the inverse Mills ratio and its derivatives" @default.
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