The Three Sigma Rule

1994/05/01 by Friedrich Pukelsheim · 38 citations
Mathematics · #Random Matrices and Applications #Statistical Distribution Estimation and Applications #Benford’s Law and Fraud Detection

paper · doi:10.1080/00031305.1994.10476030

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.

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