8 research outputs found
A note on Das's approximation to Mills's ratio
This paper gives a sharp bound on the maximum relative error in Das's approximation to Mills's ratio.Mills's ratio normal tail probability Poisson summation formula
Invariance principles for stochastic area and related stochastic integrals
Given an antisymmetric kernel K (K(z, z') = -K(z', z)) and i.i.d. random variates Zn, n[greater-or-equal, slanted]1, such that EK2(Z1, Z2)stochastic integral invariance principle stochastic area antisymmetric kernel