Timeline for Approximation to the ratio of a Gaussian CDF to PDF
Current License: CC BY-SA 3.0
6 events
when toggle format | what | by | license | comment | |
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Feb 13, 2014 at 18:23 | comment | added | Yuri Bakhtin | @domotorp: W.Feller. An Introduction to Probability Theory and its Applications, Vol I and II | |
Feb 13, 2014 at 5:47 | comment | added | domotorp | I see, nice trick! What I meant was - what is "Feller's book"? For someone not knowing much about the topic, this does not reveal much... | |
Feb 13, 2014 at 4:48 | comment | added | Yuri Bakhtin | The coefficients on the l.h.s. are chosen so that a certain cancellation occurs when you differentiate the l.h.s. of the second chain of inequalities. | |
Feb 13, 2014 at 4:33 | comment | added | Yuri Bakhtin | @domotorp: I don't happen to have Feller's book anywhere around, but I do not see what seems to be a problem. Yes, the first line of inequalities is trivial, but it is only a differential version of the second one. | |
Feb 12, 2014 at 22:46 | comment | added | domotorp | Something is wrong here - for example the first line is a little too trivial. Could you please provide the exact reference? | |
Sep 5, 2011 at 20:31 | history | answered | Yuri Bakhtin | CC BY-SA 3.0 |