A New Upper Bound of the Tail Probability of Standard Normal Distribution

Changyong Feng (), Hongyue Wang and Honghong Liu
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Changyong Feng: University of Rochester Medical Center
Hongyue Wang: University of Rochester Medical Center
Honghong Liu: University of Rochester Medical Center

Sankhya A: The Indian Journal of Statistics, 2025, vol. 87, issue 1, No 10, 252-259

Abstract: Abstract In this paper, we present a new upper bound for the tail probability of the standard normal distribution. By combining our bound with the one proposed by Tate (Annals of Mathematical Statistics, 24(1), 132–134, 1953), we offer a concise and effective bound that is suitable for most practical purposes.

Keywords: Normal distribution; Mill’s ratio; Tail probability; Primary 60E05; Secondary 62E15; 62E17 (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1007/s13171-025-00381-1

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