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Mathematics

Sub-Gaussian random variables

V. V. Buldygin, Y. Kozachenko

1980.11.1Ukrainian Mathematical Journal

DOI: 10.1007/bf01087176

tlooto Summary

This paper quantifies the decay of the tails of p as |x| → ∞ using the following proposition: IP(|X −μ| ≤ 3σ) ≃ 0.997.

Abstract

Abstract is not available.

Citation format

BULDYGIN, V. V.; KOZACHENKO, Y. Sub-gaussian random variables. Ukrainian Mathematical Journal, 1980, 32: 483–489.