A Simple Expression for Mill's Ratio of the Student's $t$-Distribution
Machine Learning
2015-02-06 v1 Probability
Abstract
I show a simple expression of the Mill's ratio of the Student's t-Distribution. I use it to prove Conjecture 1 in P. Auer, N. Cesa-Bianchi, and P. Fischer. Finite-time analysis of the multiarmed bandit problem. Mach. Learn., 47(2-3):235--256, May 2002.
Keywords
Cite
@article{arxiv.1502.01632,
title = {A Simple Expression for Mill's Ratio of the Student's $t$-Distribution},
author = {Francesco Orabona},
journal= {arXiv preprint arXiv:1502.01632},
year = {2015}
}