Gaussian Tail Inequality

Stream: Is there code for X?

[Dominic Steinitz]

$\left(a+a^{-1}\right)^{-1} \exp \left(-\frac{a^2}{2}\right) \leq \int_a^{\infty} \exp \left(-\frac{x^2}{2}\right) d x \leq a^{-1} \exp \left(-\frac{a^2}{2}\right)$

[Kevin Buzzard]

What are the conditions on a?

[Dominic Steinitz]

Oh sorry - I should have said $a > 0$