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Gauss's Inequality

If a distribution has a single mode at mu_0, then

P(|x-mu_0|>=lambdatau)<=4/(9lambda^2),

where

tau^2=sigma^2+(mu-mu_0)^2.

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Cite this as:

Weisstein, Eric W. "Gauss's Inequality." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/GausssInequality.html

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