The Three Sigma Rule

作者: Friedrich Pukelsheim

DOI: 10.1080/00031305.1994.10476030

关键词: Gauss's inequalityMathematicsRearrangement inequalityLog sum inequalityChebyshev's inequalitySpecial caseReciprocal ruleUnimodalityCalculusPure mathematicsGauss

摘要: Abstract For random variables with a unimodal Legesgue density, the 3[sgrave] rule is proved by elementary calculus. It emerges as special case of Vysochanskiĭ-Petunin inequality, which in turn based on Gauss inequality.

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