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Certain approximations to achieve sharp lower and upper bounds for the Mills' ratio of the inverse Gaussian distribution

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Indexed by:期刊论文

Date of Publication:2016-12-01

Journal:JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

Included Journals:SCIE、Scopus

Volume:444

Issue:1

Page Number:737-744

ISSN No.:0022-247X

Key Words:Inverse Gaussian distribution; Completely monotonic functions; Inequality; Lower and upper bounds

Abstract:In this note, we prove new complete monotonicity properties of some functions associated with the inverse Gaussian distribution. Based on these properties, we present some lower and upper bounds with explicit expressions for the Mills' ratio of the inverse Gaussian distribution. Finally, for demonstrating the efficiency of our estimates, some numerical computations are provided. (C) 2016 Elsevier Inc. All rights reserved.

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