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

Release Time:2019-11-04  Hits:

Indexed by: Journal Papers

Date of Publication: 2019-12-01

Journal: JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

Included Journals: SCIE

Volume: 480

Issue: 1

ISSN: 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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