Description Usage Arguments Value References

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

1 | ```
TNRatioApprox(E1, E2, scale = NULL)
``` |

`E1, E2` |
"Intervals" objects or matrices where rows represents
a union of intervals with |

`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.

shuxiaoc/outference documentation built on Dec. 5, 2017, 3:48 a.m.

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