THE 3-SIGMA-RULE

被引:786
作者
PUKELSHEIM, F
机构
关键词
BIENAYME-CHEBYSHEV INEQUALITY; GAUSS INEQUALITY; VYSOCHANSKII-PETUNIN INEQUALITY;
D O I
10.2307/2684253
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
For random variables with a unimodal Lebesgue density, the 3sigma rule is proved by elementary calculus. It emerges as a special case of the Vysochanskii-Petunin inequality, which in tum is based on the Gauss inequality.
引用
收藏
页码:88 / 91
页数:4
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