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math.PR2013
On the norming constants for normal maxima
Armengol Gasull, Maria Jolis, Frederic Utzet
In a remarkable paper, Peter Hall [{\it On the rate of convergence of normal extremes}, J. App. Prob, {\bf 16} (1979) 433--439] proved that the supremum norm distance between the d…
math.PR2013★ 1 cited
Approximating Mills ratio
Armengol Gasull, Frederic Utzet
Consider the Mills ratio , where is the density function of the standard Gaussian law and its cumulative distribution.We introduce a…
math.PR2013
Gaussian Mills ratio is completely monotone
Armengol Gasull, Frederic Utzet
Consider the Mills ratio corresponding to the standard Gaussian law, , where is the density function of this law and its cumulative d…