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Inverse Mills ratio : ウィキペディア英語版 | Inverse Mills ratio In statistics, the inverse Mills ratio, named after John P. Mills, is the ratio of the probability density function to the cumulative distribution function of a distribution. ==Uses==
Use of the inverse Mills ratio is often motivated by the following property of the truncated normal distribution. If ''X'' is a random variable having a normal distribution with mean ''μ'' and variance ''σ''2, then : where ''α'' is a constant, ''ϕ'' denotes the standard normal density function, and ''Φ'' is the standard normal cumulative distribution function. The two fractions are the inverse Mills ratios.
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