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.

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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
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article

Asymptotic analysis of the normal inverse Gaussian cumulative distribution

Nico Μ. Τemme
ETNA - Electronic Transactions on Numerical Analysis
Statistical Distribution Estimation and Applications
article

Asymptotic analysis of the normal inverse Gaussian cumulative distribution

Nico Μ. Τemme
article en

Abstract

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.

ETNA - Electronic Transactions on Numerical AnalysisVol. 63
Openalex Percentile: Top 76%
Statistical Distribution Estimation and Applications
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Asymptotic analysis of the normal inverse Gaussian cumulative distribution — Nico Μ. Τemme · ETNA - Electronic Transactions on Numerical Analysis (2025) | TGRS Research Map | TGRS