A note on the estimates of multivariate Gaussian probability

Dawei Lu

Communications in Statistics - Theory and Methods, 2016, vol. 45, issue 5, 1459-1465

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.

Date: 2016
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DOI: 10.1080/03610926.2013.863936

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