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Sharp two-sided Gaussian tail bound
(
P
(
∣
G
∣
>
t
)
≤
e
−
t
2
/2
)
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(
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)
Mathematics
Area of mathematics
Probability and statistics
Gaussian tail bound
2026-10-06
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For
G
with the
standard normal distribution
and
t
≥
0
,
P
(
∣
G
∣
>
t
)
=
2
(
1
−
Φ
(
t
))
≤
e
−
t
2
/2
. The
difference
has
derivative
e
−
t
2
/2
(
2/
π
−
t
)
, starts at zero, and tends to zero, proving its nonnegativity.
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Gaussian tail bound
Probability and statistics
Area of mathematics
Mathematics
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Gaussian score event for the Lasso
Past exam of the mathematics course of the University of Cambridge
/
2013
/
iii
/
Paper 31
/
2
/
Solution
Past exam of the mathematics course of the University of Cambridge
/
2016
/
iii
/
Paper 205
/
3
/
Solution
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