TNRatioApprox: Approximation of the ratio of two normal probabilities

In shuxiaoc/outference: Valid Inference in Linear Regression Corrected for Outlier Removal

Description

This function returns an approximation of P(Z \in E1)/P(Z \in E2), where Z ~ N(0, 1).

Usage

TNRatioApprox(E1, E2, scale = NULL)

Arguments

E1, E2	"Intervals" objects or matrices where rows represents a union of intervals with positive and finite endpoints.
scale	scaling parameter.

Value

This function returns the value of the approximation.

References

Bryc, Wlodzimierz. "A uniform approximation to the right normal tail integral." Applied mathematics and computation 127.2 (2002): 365-374.

shuxiaoc/outference documentation built on July 8, 2019, 8:30 p.m.