A note on the estimates of multivariate Gaussian probability. Issue 5 (3rd March 2016)
- Record Type:
- Journal Article
- Title:
- A note on the estimates of multivariate Gaussian probability. Issue 5 (3rd March 2016)
- Main Title:
- A note on the estimates of multivariate Gaussian probability
- Authors:
- Lu, Dawei
- Abstract:
- ABSTRACT: Some lower and upper bounds of multivariate Gaussian probability are given based on the univariate Mills' ratio. These bounds are sharper than known ones on the multivariate Mills' ratio in many case.
- Is Part Of:
- Communications in statistics. Volume 45:Issue 5(2016)
- Journal:
- Communications in statistics
- Issue:
- Volume 45:Issue 5(2016)
- Issue Display:
- Volume 45, Issue 5 (2016)
- Year:
- 2016
- Volume:
- 45
- Issue:
- 5
- Issue Sort Value:
- 2016-0045-0005-0000
- Page Start:
- 1459
- Page End:
- 1465
- Publication Date:
- 2016-03-03
- Subjects:
- Mills' ratio -- Multivariate Gaussian probability -- Lower and upper bounds
Primary 60E15 -- 60E05 -- Secondary 62H12
Mathematical statistics -- Periodicals
Mathematics
Statistics
519.2 - Journal URLs:
- http://www.tandfonline.com/ ↗
- DOI:
- 10.1080/03610926.2013.863936 ↗
- Languages:
- English
- ISSNs:
- 0361-0926
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 3363.432000
British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 1326.xml