Abstract
A new formula, in the form of an infinite series, is derived for the limiting expected excess over the boundary of a sum of independent and identically distributed normal variables as the positive mean goes to zero. The first order correction for small positive mean is also derived by the same method.
Acknowledgment
The hospitality extended to me by the Department of Statistics at the University of Washington, where part of the research in this paper was done, is hereby gratefully acknowledged.
Notes
Recommended by S. Chattopadhyay