The Three Sigma Rule

Friedrich Pukelsheim

The American Statistician · 1994 · 1K citations · 8 references

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Abstract

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.

References

8