Mills Ratio
Computes the Mills ratio.
mills.ratio(x) mills.ratio2(x)
x |
Numeric (real). |
The Mills ratio here is dnorm(x) / pnorm(x)
(some use (1 - pnorm(x)) / dnorm(x)).
Some care is needed as x approaches -Inf;
when x is very negative then its value approaches -x.
mills.ratio returns the Mills ratio, and
mills.ratio2 returns dnorm(x) * dnorm(x) / pnorm(x).
T. W. Yee
Mills, J. P. (1926). Table of the ratio: area to bounding ordinate, for any portion of normal curve. Biometrika. 18(3/4), 395–400.
## Not run: curve(mills.ratio, -5, 5, col = "orange", las = 1) curve(mills.ratio, -5, 5, col = "orange", las = 1, log = "y") ## End(Not run)
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