Hi, I'd really appreciate if someone could help with the following question that's been bugging me for months...
If I'm working with a zero-mean Gaussian discrete random variable with a standard deviation (sigma) of 1, and I know the population, how far into the tail of this distribution must I go to capture 99.7% (e.g. 3-sigma) of the population?
I know higher populations reach deeper into the tail, I just don't know how to mathematically relate the two.
BR, -GGK


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