•
Review: For a Gaussian rv X ~ N(
μ
,
σ
2
), we are able
to evaluate the probability around the mean
μ
.
P(|X-
μ
|
≤
3
σ
) = P(
μ
-3
σ ≤
X
≤ μ
+3
σ
)
= P(-3
≤
(X-
μ
)/
σ ≤
3) =
Φ
(3) -
Φ
(-3) = 0.9974,
P(|X-
μ
|
≥
3
σ
) = 0.0026;
Probability of Gaussian pdf (1)
μ
μ
-
2
μ+2
μ
+
3
μ
-
1
μ
-
3
μ+1
0.9974
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