Publication | Open Access
The Three Sigma Rule
1K
Citations
8
References
1994
Year
Measure TheoryElementary CalculusEngineeringEntropyUnimodal Legesgue DensityImprecise ProbabilityIntegrable ProbabilityThree Sigma RuleProbability TheoryGauss InequalityVariational InequalityMathematical Statistic
Abstract For random variables with a unimodal Legesgue density, the 3[sgrave] rule is proved by elementary calculus. It emerges as a special case of the Vysochanskiĭ-Petunin inequality, which in turn is based on the Gauss inequality.
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