Mills ratio

Nguyễn Tấn Nhựt shared this question 5 years ago
Answered

Mills ratio is function r(X) = [1-cdf(X)]/pdf(X), where X ~ N(0,1).


When I draw the graphic of r that it is not continuous from 7 to 9. But It is well known that Mills’ ratio is convex and strictly decreasing on R.

Comments (5)

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Please post your .ggb file so we can check

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This is my .ggb file. Please you see it.

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You can try reformulating it, but it's hitting the limits of "double" floating point as you are multiplying something very big


  1. exp(x² / 2)

by something very small

  1. 1-erf(x/sqrt(2))

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Thank you for your answers. I understood your answer. Please forgive me for my stupidity. Good luck.

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