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A normal approximation for beta and gamma tail probabilities

✍ Scribed by D. Alfers; H. Dinges

Publisher
Springer
Year
1984
Tongue
English
Weight
747 KB
Volume
65
Category
Article
ISSN
1432-2064

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A Formula for the Tail Probability of a
A Formula for the Tail Probability of a Multivariate Normal Distribution and Its Applications
✍ JΓΌrg HΓΌsler; Regina Y. Liu; Kesar Singh πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 113 KB

An exact asymptotic formula for the tail probability of a multivariate normal distribution is derived. This formula is applied to establish two asymptotic results for the maximum deviation from the mean: the weak convergence to the Gumbel distribution of a normalized maximum deviation and the precis