The Three Sigma Rule

The Three Sigma Rule
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DOI:
10.1080/00031305.1994.10476030
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发表时间:
1994-05
期刊:
The American Statistician
影响因子:
--
通讯作者:
F. Pukelsheim
F. Pukelsheim
中科院分区:
其他
文献类型:
--
作者:
F. Pukelsheim

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**摘要**:对于具有单峰勒贝格密度的随机变量,通过初等微积分证明了“3σ规则”。它是维索坎斯基 - 佩图宁不等式的一个特殊情况,而该不等式又是基于高斯不等式。
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.