The Three Sigma Rule

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Authors

Friedrich Pukelsheim · Augsburg University

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.

Topics & Keywords

Random Matrices and Applications Statistical Distribution Estimation and Applications Benford’s Law and Fraud Detection

UN Sustainable Development Goals

Reduced inequalities

Publication Details

Published in: The American Statistician

Volume 48, Issue 2, pp. 88-91

DOI: 10.1080/00031305.1994.10476030

Field-Weighted Citation Impact: 2.73