TNRatioApprox | R Documentation |
This function returns an approximation of P(Z \in E1)/P(Z \in E2)
, where Z ~ N(0, 1)
.
TNRatioApprox(E1, E2, scale = NULL)
E1, E2 |
"Intervals" objects or matrices where rows represents a union of intervals with positive and finite endpoints. |
scale |
scaling parameter. |
This function returns the value of the approximation.
Bryc, Wlodzimierz. "A uniform approximation to the right normal tail integral." Applied mathematics and computation 127.2 (2002): 365-374.
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