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Sub-Gaussian random variable
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Mathematics
Area of mathematics
Probability and statistics
Created
2026-09-24
Updated
2026-09-24
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A
centered
random variable
is sub-Gaussian with
parameter
σ
when
E
e
tX
≤
e
σ
2
t
2
/2
for every real
t
.
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Probability and statistics
Area of mathematics
Mathematics
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Past exam of the mathematics course of the University of Cambridge
/
2026
/
iii
/
Paper 205
/
1
/
Solution
Past exam of the mathematics course of the University of Cambridge
/
2026
/
iii
/
Paper 210
/
1
/
d
/
Solution
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