Abstract
Lower bounds are derived for the multivariate Mills' ratio by expressing it as an expectation of a convex function and using Jensen's inequality.
Citation
George P. Steck. "Lower Bounds for the Multivariate Normal Mills' Ratio." Ann. Probab. 7 (3) 547 - 551, June, 1979. https://doi.org/10.1214/aop/1176995056
Information
Published: June, 1979
First available in Project Euclid: 19 April 2007
zbMATH: 0399.62047
MathSciNet: MR528333
Digital Object Identifier: 10.1214/aop/1176995056
Subjects:
Primary:
62H10
Secondary:
60E05
Keywords:
bounds for multivariate normal probabilities
,
Mills' ratio
,
multivariate Mills' ratio
Rights: Copyright © 1979 Institute of Mathematical Statistics