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University proceedings. Volga region. Physical and mathematical sciences, 2015, Issue 2, Pages 68–77 (Mi ivpnz290)  

Mathematics

Power estimates of cuts of some improper integrals

A. V. Pozhidaev, N. M. Pekel'nik, O. I. Khaustova, I. A. Trefilova

Siberian Transport University, Novosibirsk
References:
Abstract: Background. Gaussian distribution arises naturally in many applications and is widely used in a variety of theoretical constructs. The important role is played by a lower cut-off function $Q(x)$ of an improper integral from the density of a standard Gaussian distribution. The purpose of this paper is to obtain upper cuts for the arbitrary power of the function $Q(x)$ through the improper integral of the same type with a lower limit $ax$, where $a$ - an arbitrary parameter. Materials and methods. To obtain the necessary estimates the authors studied the behavior of the difference $Q^m(x)-Q(\sqrt{m}x)$ in various intervals of the real axis. At the same time, the well-known properties of the Gaussian distribution were widely used. In addition, the strict inequalities were brought to a special form of the exponential function, and upper and lower bounds for the function $Q(x)$ were obtained. Results. The paper shows that for any real $x$, when $m>2$, the inequality $Q^m(x)<Q(ax)$, where $a$ - an arbitrary number in the interval $[1;\sqrt{m}]$. In addition, it was found that this inequality cannot be improved on the parameter $a$. So, the paper shows, that the right border of the interval for $a$ can not be more than $\sqrt{m}$ and the left - can not be less than 1. Conclusions. The arbitrary degree function $Q(x)$ can be uniformly bounded above by a function of the same type with $ax$ argument. These estimates can be used in sociological and demographic studies in econometrics and statistics for point and interval estimates of the unknown parameters of the distribution.
Keywords: probability density, gamma function, additional function of errors, logarithmically concave function, unimprovable values, Gaussian distribution, power estimations, distribution function.
Document Type: Article
UDC: 517
Language: Russian
Citation: A. V. Pozhidaev, N. M. Pekel'nik, O. I. Khaustova, I. A. Trefilova, “Power estimates of cuts of some improper integrals”, University proceedings. Volga region. Physical and mathematical sciences, 2015, no. 2, 68–77
Citation in format AMSBIB
\Bibitem{PozPekKha15}
\by A.~V.~Pozhidaev, N.~M.~Pekel'nik, O.~I.~Khaustova, I.~A.~Trefilova
\paper Power estimates of cuts of some improper integrals
\jour University proceedings. Volga region. Physical and mathematical sciences
\yr 2015
\issue 2
\pages 68--77
\mathnet{http://mi.mathnet.ru/ivpnz290}
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