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    鲁大伟

    • 教授     博士生导师 硕士生导师
    • 任职 : 统计与金融研究所所长
    • 性别:男
    • 毕业院校:大连理工大学
    • 学位:博士
    • 所在单位:数学科学学院
    • 学科:概率论与数理统计. 金融数学与保险精算
    • 办公地点:数学楼512

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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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      发布时间:2019-03-12

      论文类型:期刊论文

      发表时间:2016-12-01

      发表刊物:JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

      收录刊物:Scopus、SCIE

      卷号:444

      期号:1

      页面范围:737-744

      ISSN号:0022-247X

      关键字:Inverse Gaussian distribution; Completely monotonic functions; Inequality; Lower and upper bounds

      摘要: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.