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Indexed by:Journal Papers

Date of Publication:2016-03-03

Journal:COMMUNICATIONS IN STATISTICS-THEORY AND METHODS

Included Journals:SCIE、EI

Volume:45

Issue:5

Page Number:1459-1465

ISSN No.:0361-0926

Key Words:Mills' ratio; Multivariate Gaussian probability; Lower and upper bounds; Primary 60E15; 60E05; Secondary 62H12

Abstract:Some lower and upper bounds of multivariate Gaussian probability are given based on the univariate Mills' ratio. These bounds are sharper than known ones on the multivariate Mills' ratio in many case.