Values of a normal random variable


The percentage of values in some commonly used intervals are

a) 68.3% of the values of a normal random variable are within plus or minus one standard deviation of its mean.

b) 95.4% of the values of a normal random variable are within plus or minus two standard deviations of its mean.

c) 99.7% of the values of a normal random variable are within plus or minus three standard deviations of its mean.

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Basic Statistics: Values of a normal random variable
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