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arXiv · 2509.05664

Asymptotic analysis of the normal inverse Gaussian cumulative distribution

Nico M. Temme
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Abstract

Using a recently derived integral in terms of elementary functions, we derive new asymptotic expansions of the normal inverse Gaussian cumulative distribution function. One of the asymptotic representations is in terms of the normal Gaussian distribution or complementary error function.

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Nico M. Temme. 2025-09-06. Asymptotic analysis of the normal inverse Gaussian cumulative distribution. https://arxiv.org/abs/2509.05664

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