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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

4 votes
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526 views

Inequality with ratio of Normal CDFs

Let $\theta>0$, $0<\lambda<1$, and $\Phi$ be the standard normal cumulative distribution function. Is it true that $$\frac{\lambda \Phi(-\theta)}{\Phi(-\lambda \theta) }< e^{\frac{\theta^2(-1+\lambd …
Austin Bren's user avatar