Section 2 · Lecture 07 · Normal Distribution
For every Normal distribution, the proportion of values within a given number of standard deviations of the mean is the same. About 68% lie within one standard deviation, about 95% within two and about 99.7% within three. Choose an interval and see the area it covers.
Distribution
Interval: μ ± kσ
Show
Working it out
All four intervals at a glance
The exact values are the true areas under the Normal curve, to 2 decimal places. The rule of thumb rounds them to 68%, 95% and 99.7%. Note that 95% belongs to μ ± 1.96σ, and that μ ± 2σ covers slightly more, 95.45%.