English

Exact bounds on the inverse Mills ratio and its derivatives

Complex Variables 2015-12-02 v1 Classical Analysis and ODEs Probability

Abstract

The inverse Mills ratio is R:=φ/ΨR:=\varphi/\Psi, where φ\varphi and Ψ\Psi are, respectively, the probability density function and the tail function of the standard normal distribution. Exact bounds on R(z)R(z) for complex zz with z0\Re z\ge0 are obtained, which then yield logarithmically exact bounds on high-order derivatives of RR. The main idea of the proof is a non-asymptotic version of the so-called stationary-phase method.

Keywords

Cite

@article{arxiv.1512.00120,
  title  = {Exact bounds on the inverse Mills ratio and its derivatives},
  author = {Iosif Pinelis},
  journal= {arXiv preprint arXiv:1512.00120},
  year   = {2015}
}

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9 pages