{
  "aliases": [
    "empirical-rule",
    "three-sigma-rule"
  ],
  "backlinks": null,
  "body": "\n## Example\n\nLet $X \\sim \\mathcal{N}(\\mu, \\sigma^2)$ with $\\sigma \u003e 0$, and let $\\Phi$ be the cumulative distribution function of $\\mathcal{N}(0, 1)$.\nSince $Z = (X - \\mu)/\\sigma \\sim \\mathcal{N}(0, 1)$, $P(|X - \\mu| \\le k\\sigma) = 2\\Phi(k) - 1$ for each $k \u003e 0$. Numerical values of $\\Phi$ give:\n$$P(|X - \\mu| \\le \\sigma) \\approx 0.6827, \\quad P(|X - \\mu| \\le 2\\sigma) \\approx 0.9545, \\quad P(|X - \\mu| \\le 3\\sigma) \\approx 0.9973.$$\nSo about $68\\%$, $95\\%$ and $99.7\\%$ of the mass of a normal distribution lie within one, two and three standard deviations of the mean.\n\n## Remarks\n\nThe rule holds for normal distributions only. For an arbitrary distribution with finite variance, Chebyshev's inequality gives only $P(|X - \\mu| \\le k\\sigma) \\ge 1 - 1/k^2$, for example $3/4$ for $k = 2$.\nThe interval $\\mu \\pm 1.96\\sigma$ contains $95\\%$ of the mass. It is the base of the usual $95\\%$ confidence intervals.\n\n## Explanations\n\n### L1 human\n\nFor data that follow a bell curve, almost all values are within three standard deviations of the mean.\nIf adult heights have mean $170$ cm and standard deviation $10$ cm, then about $95\\%$ of the heights are between $150$ cm and $190$ cm.\n",
  "commit": "f591989ed15704e9d8755a7a5a6426d73de7a3ae",
  "front": {
    "aliases": [
      "empirical-rule",
      "three-sigma-rule"
    ],
    "instance_of": [
      "05AQE0QR0D"
    ],
    "kind": "example",
    "msc": [
      "60E05"
    ],
    "name": "68–95–99.7 rule",
    "same_as": {
      "wikidata": "Q847822",
      "wikipedia": "68–95–99.7 rule"
    },
    "sources": [
      {
        "locator": "Table of numerical values",
        "url": "https://en.wikipedia.org/wiki/68–95–99.7_rule"
      }
    ],
    "tag": "0EYQ03XCR3",
    "uses": [
      "07RXBVTVZB",
      "0VTN5RKNC5",
      "05RZ4YZG4E"
    ]
  },
  "kind": "example",
  "link": "https://math2.tamnd.com/node/0EYQ03XCR3/",
  "links": [
    {
      "field": "instance_of",
      "target": "05AQE0QR0D"
    },
    {
      "field": "uses",
      "target": "07RXBVTVZB"
    },
    {
      "field": "uses",
      "target": "0VTN5RKNC5"
    },
    {
      "field": "uses",
      "target": "05RZ4YZG4E"
    }
  ],
  "markdown": "https://math2.tamnd.com/node/0EYQ03XCR3.md",
  "msc": [
    "60E05"
  ],
  "name": "68–95–99.7 rule",
  "prov": null,
  "role": "",
  "source": "https://github.com/tamnd/math2/blob/main/nodes/0EY/0EYQ03XCR3.md",
  "status": null,
  "tag": "0EYQ03XCR3",
  "uri": "m2://0EYQ03XCR3",
  "url": "https://math2.tamnd.com/wiki/68-95-99-7-rule/",
  "writing": {
    "tag": "0EYQ03XCR3",
    "kind": "example",
    "level": "W0",
    "next": [
      {
        "what": "an inventory row",
        "note": "the row of the inventory that the node accounts for",
        "have": 0,
        "want": 1
      }
    ]
  }
}
