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New Expressions for Repeated Upper Tail Integrals of the Normal Distribution

✍ Scribed by Christopher S. Withers; Saralees Nadarajah

Publisher
Springer US
Year
2010
Tongue
English
Weight
409 KB
Volume
13
Category
Article
ISSN
1387-5841

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πŸ“œ SIMILAR VOLUMES

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Upper bounds for the tail of the compound negative binomial distribution
✍ E.G. Willmot; X. Lin πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 105 KB

A general upper bound for the tail of the compound negative binomial distribution is constructed. By establishing a connection with the individual risk mode the upper bound is seen to be a (possibly degenerate) mixture of tails of gamma distribution. The bound is sharp in that it is an equality in t

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✍ 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