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Bounding Standard Gaussian Tail Probabilities

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abstract

We review various inequalities for Mills' ratio (1 - \Phi)/\phi, where \phi and \Phi denote the standard Gaussian density and distribution function, respectively. Elementary considerations involving finite continued fractions lead to a general approximation scheme which implies and refines several known bounds.

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math.MG 1

years

2020 1

verdicts

UNVERDICTED 1

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  • Strengthened inequalities for the mean width and the $\ell$-norm math.MG · 2020-01-29 · unverdicted · none · ref 26 · internal anchor

    Strengthened stability inequalities for mean width and ℓ-norm of convex bodies with fixed John or Löwner ellipsoids, and for convex hulls of centered isotropic measures on the sphere.