Asymptotic analysis of the normal inverse Gaussian cumulative distribution
Fuente:
arXiv
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| Format: | Preprint |
| Published: |
2025
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| _version_ | 1866918136791433216 |
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| author | Temme, Nico M. |
| author_facet | Temme, Nico M. |
| contents | Using a recently derived integral in terms of elementary functions, we derive new asymptotic expansions of the normal inverse Gaussian cumulative distribution function. One of the asymptotic representations is in terms of the normal Gaussian distribution or complementary error function. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2509_05664 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Asymptotic analysis of the normal inverse Gaussian cumulative distribution Temme, Nico M. Classical Analysis and ODEs Probability 41A60, 33B20, 62E20, 65D20 Using a recently derived integral in terms of elementary functions, we derive new asymptotic expansions of the normal inverse Gaussian cumulative distribution function. One of the asymptotic representations is in terms of the normal Gaussian distribution or complementary error function. |
| title | Asymptotic analysis of the normal inverse Gaussian cumulative distribution |
| topic | Classical Analysis and ODEs Probability 41A60, 33B20, 62E20, 65D20 |
| url | https://arxiv.org/abs/2509.05664 |