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Bounding Standard Gaussian Tail Probabilities
Bounding Standard Gaussian Tail Probabilities
2011/1/20
We review various inequalities for Mills' ratio (1 )= , where and denote the standard Gaussian density and distribution function, respectively. Elementary considerations involving nit...
Approximate tail probabilities of the maximum of a chi-square field on multi-dimensional lattice points and their applications to detection of loci interactions
Approximate tail probabilities a chi-square field multi-dimensional lattice points
2011/1/4
Define a chi-square random field on a multi-dimensional lattice points index set with a direct-product covariance structure, and consider the distribution of the maximum of this random field. We provi...