Let X be a unimodal random variable with mode m, and let τ 2 be the expected value of (X − m)2. (τ 2 can also be expressed as (μ − m)2 + σ 2, where μ and σ are the mean and standard deviation of X.) Then for any positive value of k,
The theorem was first proved by Carl Friedrich Gauss in 1823.
- Vysochanskiï–Petunin inequality, a similar result for the distance from the mean rather than the mode
- Chebyshev's inequality, concerns distance from the mean without requiring unimodality
- Gauss, C. F. (1823). "Theoria Combinationis Observationum Erroribus Minimis Obnoxiae, Pars Prior". Commentationes Societatis Regiae Scientiarum Gottingensis Recentiores. 5.
- Upton, Graham; Cook, Ian (2008). "Gauss inequality". A Dictionary of Statistics. Oxford University Press.
- Sellke, T.M.; Sellke, S.H. (1997). "Chebyshev inequalities for unimodal distributions". American Statistician. American Statistical Association. 51 (1): 34–40. doi:10.2307/2684690. JSTOR 2684690.
- Pukelsheim, F. (1994). "The Three Sigma Rule". American Statistician. American Statistical Association. 48 (2): 88–91. doi:10.2307/2684253. JSTOR 2684253.