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.

引用

页码：252 / 259

页数：8

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