In statistics, the 68-95-99.7 rule — or three-sigma rule, or empirical rule — states that for a normal distribution, nearly all values lie within 3 standard deviations of the mean.
About 68.27% of the values lie within 1 standard deviation of the mean. Similarly, about 95.45% of the values lie within 2 standard deviations of the mean. Nearly all (99.73%) of the values lie within 3 standard deviations of the mean.
In mathematical notation, these facts can be expressed as follows, where x is an observation from a normally distributed random variable, μ is the mean of the distribution, and σ is its standard deviation:
Read more about 68-95-99.7 Rule: Derivation, Uses, Higher Deviations
Famous quotes containing the word rule:
“The rule for every man is, not to depend on the education which other men have prepared for him,—not even to consent to it; but to strive to see things as they are, and to be himself as he is. Defeat lies in self-surrender.”
—Woodrow Wilson (1856–1924)