On a Lower Bound for the Multivariate Normal Mills' Ratio
Iyengar, Satish
Ann. Probab., Tome 14 (1986) no. 4, p. 1399-1403 / Harvested from Project Euclid
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Steck provides several approximations for the multivariate Mills' ratio. We first prove a new result for the univariate Mills' ratio and use it to give simple sufficient conditions for Steck's best approximation to be a lower bound.
Publié le : 1986-10-14
Classification:  Mills' ratio,  multivariate Mills' ratio,  skewness,  exponential family,  convexity,  $TP_2$,  60E05,  60E15,  62H10 
@article{1176992380,
     author = {Iyengar, Satish},
     title = {On a Lower Bound for the Multivariate Normal Mills' Ratio},
     journal = {Ann. Probab.},
     volume = {14},
     number = {4},
     year = {1986},
     pages = { 1399-1403},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176992380}
}

Iyengar, Satish. On a Lower Bound for the Multivariate Normal Mills' Ratio. Ann. Probab., Tome 14 (1986) no. 4, pp.  1399-1403. http://gdmltest.u-ga.fr/item/1176992380/