hanzifei
F-1（PHI(x））的order of magnitude的lower magnitude bound...想知道有没有相关的不等式。
其中F-1 is inverse CDF of any distribution (For example, negative binomial, poisson, etc)...
PHI(X) is cdf of standard normal distribution....
For example, if F is another standard normal, then the result is x, with x goes to infinity, the order of magnitude is of power 1.
If F is a negative binomial, with arbitrary parameters, I can show that numerically the order of magnitude is less than power of 3.
The question is, can anyone analytically show that the order of magnitude of this general function, with arbitrary F, is lower than exp(x^2)?
求数学大神 :cry: :cry:
