ThmDex – An index of mathematical definitions, results, and conjectures.
Mill's inequalities
Formulation 0
Let $X \in \text{Gaussian}(\mu, \sigma)$ be a D210: Gaussian random real number.
Let $t \in (0, \infty)$ be a D993: Real number.
Then
(1) \begin{equation} \mathbb{P}(X - \mu > t) \leq \frac{1}{\sqrt{2 \pi}} \frac{1}{t} e^{- \frac{1}{2 \sigma^2} t^2} \end{equation}
(2) \begin{equation} \mathbb{P}(X - \mu < -t) \leq \frac{1}{\sqrt{2 \pi}} \frac{1}{t} e^{- \frac{1}{2 \sigma^2} t^2} \end{equation}
(3) \begin{equation} \mathbb{P}(|X - \mu| > t) \leq \sqrt{\frac{2}{\pi}} \frac{1}{t} e^{- \frac{1}{2 \sigma^2} t^2} \end{equation}
Formulation 1
Let $X \in \text{Gaussian}(\mu, \sigma)$ be a D210: Gaussian random real number.
Let $t \in (0, \infty)$ be a D993: Real number.
Then
(1) \begin{equation} \mathbb{P}(X - \mu > t) \leq \frac{1}{\sqrt{2 \pi}} \frac{1}{t} \exp \left( - \frac{1}{2 \sigma^2} t^2 \right) \end{equation}
(2) \begin{equation} \mathbb{P}(X - \mu < -t) \leq \frac{1}{\sqrt{2 \pi}} \frac{1}{t} \exp \left( - \frac{1}{2 \sigma^2} t^2 \right) \end{equation}
(3) \begin{equation} \mathbb{P}(|X - \mu| > t) \leq \sqrt{\frac{2}{\pi}} \frac{1}{t} \exp \left( - \frac{1}{2 \sigma^2} t^2 \right) \end{equation}