- Thread starter
- Moderator
- #1

- Jun 20, 2014

- 1,894

-----

Suppose $Z$ is a standard Gaussian random variable. Prove $\Bbb P(\lvert Z\rvert \ge z) = O[\exp(-z^2/2)]$ as $z\to \infty$.

-----

Remember to read the POTW submission guidelines to find out how to submit your answers!