Asymptotic analysis of the normal inverse Gaussian cumulative distribution
Using a recently derived integral representation in terms of elementary functions, we give new asymptotic expansions of the normal inverse Gaussian cumulative distribution function. One of its asymptotic representations is stated in terms of the normal Gaussian distribution or complementary error function.
Authors
- Nico Μ. Τemme (ORCID: https://orcid.org/0000-0002-8394-5223)
Publication Details
- Journal
- ETNA - Electronic Transactions on Numerical Analysis
- Published
- 2025-01-01
- DOI
- https://doi.org/10.1553/etna_vol63s357
- Primary Topic
- Statistical Distribution Estimation and Applications
- Type
- article
- Field-Weighted Citation Impact
- 0.00