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A new general asymptotic formula for the Mills' ratio of the skew-generalized normal distribution

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First Author:Lu, Dawei

Correspondence Author:Lu, DW (reprint author), Dalian Univ Technol, Sch Math Sci, Dalian 116023, Peoples R China.

Co-author:Xu, Huiyuan,Niu, Yi

Date of Publication:2019-12-01

Journal:JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

Included Journals:SCIE

Volume:480

Issue:1

ISSN No.:0022-247X

Key Words:Rate of convergence; Complete monotonicity; Inequalities; Lower and upper bounds

Abstract:In this paper, we establish some lower and upper bounds with explicit expressions for the Mills' ratio of the skew-generalized normal distribution. And for demonstrating the efficiency of our estimates, some numerical computations are provided. (C) 2019 Elsevier Inc. All rights reserved.

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