中文

Gaussian Mills 比是完全单调的

概率论 2013-05-27 v2

摘要

考虑标准 Gaussian 律对应的 Mills 比 f(x)=(1Φ(x))/ϕ(x),x0f(x)=\big(1-\Phi(x)\big)/\phi(x), \, x\ge 0,其中 ϕ\phi 是该律的密度函数,Φ\Phi 是其累积分布函数。我们证明该函数是完全单调的。在证明过程中,我们获得了一串有理函数序列,它们构成了 ff 的紧界;结果表明,这些有理函数正是由 ff 定义的连分数的渐近分数,并提供了一种近似程序,可用于证明涉及 ff 或其导数的有趣性质。作为应用,我们展示了 1/f1/f 是严格凸的。

关键词

引用

@article{arxiv.1305.5429,
  title  = {Gaussian Mills ratio is completely monotone},
  author = {Armengol Gasull and Frederic Utzet},
  journal= {arXiv preprint arXiv:1305.5429},
  year   = {2013}
}

备注

This paper has been withdrawn by the authors due that the results appear in Arpad Baricz. Mills'ratio: Monotonicity patterns and functional inequalities. Journal of Mathematical Analysis and Applications, 340 (2008) 1362-1370 M. R. Sampford. Inequalities on Mill's ratio and related functions, The Annals of Mathematical Statistics, Vol. 24, No. 1 (1953) 130-132