68-95-99.7 Rule

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:

\begin{align} \Pr(\mu-\;\,\sigma \le x \le \mu+\;\,\sigma) &\approx 0.6827 \\ \Pr(\mu-2\sigma \le x \le \mu+2\sigma) &\approx 0.9545 \\ \Pr(\mu-3\sigma \le x \le \mu+3\sigma) &\approx 0.9973
\end{align}

Read more about 68-95-99.7 Rule:  Derivation, Uses, Higher Deviations

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