Mills' ratio: Monotonicity patterns and functional inequalities

被引：61

作者：

Baricz, Arpad ^{[1
]}

机构：

[1] Univ Babes Bolyai, Fac Econ, RO-400591 Cluj Napoca, Romania

来源：

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 2008年 / 340卷 / 02期

关键词：

normal distribution; Mills' ratio; monotone form of 1'Hospital's rule; functional inequality; complete monotonicity; Schwarz's inequality; Turan-type inequality;

D O I：

10.1016/j.jmaa.2007.09.063

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper we study the monotonicity properties of some functions involving the Mills' ratio of the standard normal law. From these we deduce some new functional inequalities involving the Mills' ratio, and we show that the Mills' ratio is strictly completely monotonic. At the end of this paper we present some Turan-type inequalities for Mills' ratio. (C) 2007 Elsevier Inc. All rights reserved.

引用

页码：1362 / 1370

页数：9

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