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Monotonicity results and new bounds for the Mills ratio

  • Zhen-Hang Yang,
  • Jing-Feng Tian

摘要

The Mills ratio of the standard Gaussian law plays an important role in probability and statistics since its reciprocal is the failure rate function. In the paper, we verify the increasing property of the Turán-type ratio of the higher derivative of the Mills ratio. This result yields two new bounds for the Mills ratio (or failure rate function) having several interesting properties, and improves known results.