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.

Year of publication:	1990
Authors:	Wichura, Michael J.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 10.1990, 4, p. 297-299
Publisher:	Elsevier
Keywords:	Mills's ratio normal tail probability Poisson summation formula

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005074672