A New Upper Bound of the Tail Probability of Standard Normal Distribution

被引：0
|
作者：
Feng, Changyong [1 ]
Wang, Hongyue [1 ]
Liu, Honghong [1 ]
机构：
[1] Univ Rochester, Med Ctr, Dept Biostat & Computat Biol, Rochester, NY 14642 USA
来源：
SANKHYA-SERIES A-MATHEMATICAL STATISTICS AND PROBABILITY | 2025年 / 87卷 / 01期
关键词：
Normal distribution; Mill's ratio; Tail probability;
D O I：
10.1007/s13171-025-00381-1
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper, we present a new upper bound for the tail probability of the standard normal distribution. By combining our bound with the one proposed by Tate (Annals of Mathematical Statistics, 24(1), 132-134, 1953), we offer a concise and effective bound that is suitable for most practical purposes.
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页码：252 / 259
页数：8
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