Download This PaperA (More) Direct Link between Mills' Ratio and Hermite Polynomials
3 Pages Posted: 8 Feb 2023 Last revised: 21 Mar 2023
Date Written: February 5, 2023
Abstract
In this note we revisit the polynomial representation for the derivatives of Mills’ ratio. By combining properties of Laplace transform with representation of monomials by Hermite polynomials, the formula in question is follows directly.
Keywords: Mills ratio, Hermite polynomials, Laplace transform
JEL Classification: C60
Suggested Citation: Suggested Citation
Lucic, Vladimir, A (More) Direct Link between Mills' Ratio and Hermite Polynomials (February 5, 2023). Available at SSRN: https://ssrn.com/abstract=4348290 or http://dx.doi.org/10.2139/ssrn.4348290
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