x2
x1
P(x)dx
P(x1 <err< x2) =
P(-2SD <err< 2SD) = 0.95
P(|err
|
> 5 mm) = 5%
P(-3SD <err< 3SD) = 0.997
P(|err| > 7.5 mm) = 0.3%
err
Introduction
– Gaussian probability distributions with SD = Σ or σ