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Cumulative distribution function. While the PDF gives the probability density of each value of a random variable, the CDF (often denoted $F(x)$) gives the probability that the random variable will be less than or equal to a specified value.
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Approximate distribution of random variable similar to studentized mean R.V?
It is well known that the distribution of the studentized mean, i.e., $T_0 = \frac{n^{1/2} (\bar{x}- \mu)}{\left(n^{-1} \sum \limits_{i=1}^n (x_i^2 - \bar{x}^2)\right)^{1 / 2}} $, can be approximated …
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Approximation on Inverse Mills ratio for the normal R.V
I've come across several approximations for Mills ratio, but I haven't found any good ones for the Inverse Mills ratio. Is there any known closed-form approximation for the Inverse Mills ratio (link) …