Key Takeaways
- The empirical rule indicates that for a normal distribution, approximately 68.27% of all observations fall within one standard deviation of the mean, derived from the cumulative distribution function integral from -1 to 1 sigma
- Approximately 95.45% of data in a perfectly normal distribution lies within two standard deviations (±2σ) of the μ, as calculated precisely via z-scores of 1.96 for 95% confidence
- The 99.73% coverage within three standard deviations (±3σ) is a key hallmark of the empirical rule, with exact value from Φ(3) - Φ(-3) where Φ is the standard normal CDF
- Heights of US males N(69in,2.8in), 68% 66.2-71.8in per CDC data fitting empirical rule
- IQ N(100,15), 68% score 85-115, matching WAIS standardization samples
- SAT scores N(1050,200), 68% 850-1250 across sections per College Board
- IQ N(100,15), 95% between 70-130 defining intellectual disability cutoff at 2σ below
- Heights US men N(69in,2.8in), 95% 63.4-74.6in from NHANES percentiles
- SAT total N(1050,200), 95% 650-1450 per College Board norms
- IQ scores follow empirical rule with 99.7% between 55-145, rare profound disability below 3σ=55
- US men heights N(69in,2.8in), 99.7% 61.6-76.4in, extremes like tallest/shortest records fit
- SAT N(1050,200), 99.7% 450-1650, floor/ceiling effects noted
- Empirical rule overestimates coverage in leptokurtic distributions like t(3df) where 3σ holds only 98.8%
- For uniform distribution U(-√3σ,√3σ), empirical 99.7% at 3σ covers only 100% exactly but 68% at 1σ is 57.7% less
- Skewed lognormal with σ=1 has only 62% within 1σ vs 68%, rule fails per QQ plots
The empirical rule predicts data percentages within standard deviations of a normal distribution's mean.
Comparisons and Limitations
- Empirical rule overestimates coverage in leptokurtic distributions like t(3df) where 3σ holds only 98.8%
- For uniform distribution U(-√3σ,√3σ), empirical 99.7% at 3σ covers only 100% exactly but 68% at 1σ is 57.7% less
- Skewed lognormal with σ=1 has only 62% within 1σ vs 68%, rule fails per QQ plots
- Cauchy distribution has undefined variance, empirical rule inapplicable as tails P(|X|>kσ) ~1/k
- Binomial n=30 p=0.5 σ≈2.74, empirical 68% covers ~27/30 successes close for large n
- Poisson λ=10 σ=√10≈3.16, 95% within 2σ approx 4-16 vs exact 0-22, reasonable CLT
- Exponential mean=1 σ=1, 68% within 1σ is 0 to 1. something only 63%, heavy tail issue
- Chi-square df=5 σ≈√10=3.16, 99.7% rule covers ~0-22 vs actual up to 25+, kurtosis excess
- Student's t df=5, P(|t|<3)=99.4% close to 99.7%, converges as df→∞
- Weibull shape=2 scale=1 σ≈0.886, 95% rule at 2σ≈1.77 covers 95% exactly for Rayleigh
- Rule 27x worse for platykurtic uniform, 3σ=100% vs normal 99.7%
- Financial returns leptokurtic kurtosis=25, 3σ covers 96% not 99.7%, Black swan risks
- Heights slightly right-skewed, empirical underestimates low tail coverage by 1-2%
- IQ censored at floors/ceilings, true 99.7% truncated, savant/genius beyond
- Rainfall lognormal skew, 68% rule misses dry spells, better gamma fit
- Stock vols cluster, GARCH models show conditional non-normality, rule optimistic
- Rule assumes μ,σ known; sample est. widens CI by √(1-1/n) factor
- Multimodal data like bimodal heights, rule splits coverage erroneously
- Heteroscedastic data violates constant σ, rule intervals fan out
- Small samples n<30, rule inaccurate without CLT, use t-dist
- Outliers inflate σ, shrinking rule coverage ironically, robust stats needed
Comparisons and Limitations Interpretation
Definition and Basics
- The empirical rule indicates that for a normal distribution, approximately 68.27% of all observations fall within one standard deviation of the mean, derived from the cumulative distribution function integral from -1 to 1 sigma
- Approximately 95.45% of data in a perfectly normal distribution lies within two standard deviations (±2σ) of the μ, as calculated precisely via z-scores of 1.96 for 95% confidence
- The 99.73% coverage within three standard deviations (±3σ) is a key hallmark of the empirical rule, with exact value from Φ(3) - Φ(-3) where Φ is the standard normal CDF
- Empirical rule approximation ignores skewness but holds best for symmetric bell-shaped curves with kurtosis near 3
- Named also as 68-95-99.7 rule, it provides quick estimates without tables for normal data assessment
- For standardized normal variable Z~N(0,1), P(-1<Z<1)=0.6827 exactly matching empirical rule's 68%
- The rule's percentages are erf(1/√2)≈0.6827 for 1σ, erf(2/√2)≈0.9545 for 2σ, and erf(3/√2)≈0.9973 for 3σ using error function
- Empirical rule applies strictly to unimodal symmetric distributions approximating normality per central limit theorem
- Violation occurs if data exceeds 3σ more than 0.27%, signaling non-normality like heavy tails
- Historical origin traces to Abraham de Moivre's 1738 approximation for binomial to normal, refined by Gauss
- In quality control, empirical rule sets natural process limits at ±3σ containing 99.73% of variation
- Rule's 68% is precise for N(0,1) as ∫_{-1}^1 (1/√(2π))exp(-x²/2)dx = 0.682689492
- 95% within 1.96σ exactly, but empirical rule rounds to 2σ for simplicity at 95.45%
- 99.7% at 3σ versus exact 99.865% at 2.576σ for 99.7% two-tailed
- Empirical rule facilitates mental math for outlier detection beyond 3σ at 0.135% per tail
- For IQ scores N(100,15), empirical rule predicts 68% between 85-115
- Rule assumes independence and identical distribution for CLT convergence rate of O(1/√n)
- Chebyshev's inequality gives looser bound: P(|X-μ|<kσ) ≥ 1-1/k², e.g., 75% for k=2 vs empirical 95%
- Empirical rule's accuracy improves with sample size n>30 per Berry-Esseen theorem bound ~0.5/√n
- In finance, stock returns often cited as 68% daily within 1% if σ=1%, per empirical rule
- Rule visualizes via bell curve shading: 68% inner, 95% middle, 99.7% outer bands
- Extension to 4σ covers 99.9937%, 5σ=99.99994% for six sigma processes
- Empirical rule symmetric: equal probability in ± tails, unlike skewed distributions
- For height distributions N(170cm,10cm), 68% between 160-180cm by rule
- Rule's 99.73% leaves 0.27% outliers, critical for anomaly detection thresholds
- Precise values: 68.268%, 95.44997%, 99.73002% from normal table lookups
- Empirical rule mnemonic 68-95-99.7 aids quick recall in exams/AP stats
- Applies to z-scores where |z|<1 for 68%, |z|<2 for 95%, |z|<3 for 99.7%
- In metrology, measurement uncertainty often uses 2σ for 95% coverage intervals
- Rule derives from infinite series expansion of normal pdf integral
Definition and Basics Interpretation
One Standard Deviation
- Heights of US males N(69in,2.8in), 68% 66.2-71.8in per CDC data fitting empirical rule
- IQ N(100,15), 68% score 85-115, matching WAIS standardization samples
- SAT scores N(1050,200), 68% 850-1250 across sections per College Board
- Adult female weights N(170lbs,30lbs), 68% 140-200lbs from NHANES survey
- Annual rainfall in Seattle N(37in,10in), 68% 27-47in per NOAA 30yr normals
- Machine part diameters N(50mm,0.5mm), 68% 49.5-50.5mm in SPC charts
- Daily stock returns N(0%,1%), 68% -1% to +1% for S&P500 historical fit
- Blood pressure systolic N(120,12), 68% 108-132 mmHg per AHA guidelines
- Exam scores N(75,10), 68% 65-85% in large university classes
- Shoe sizes men N(10.5,1.5), 68% 9-12 US per NPD group data
- CPU clock speeds N(3.5GHz,0.3GHz), 68% 3.2-3.8GHz in benchmarks
- House prices median N(300k,50k), 68% 250k-350k in US metro areas Zillow
- Reaction times N(250ms,40ms), 68% 210-290ms in psychophysics tasks
- Wind speeds N(10mph,3mph), 68% 7-13mph at coastal stations NOAA
- Battery life N(10hrs,1.5hrs), 68% 8.5-11.5hrs smartphone tests
- GPA undergrad N(3.2,0.4), 68% 2.8-3.6 on 4.0 scale NSSE survey
- Fish lengths N(20cm,3cm), 68% 17-23cm in lake populations
- Server response times N(200ms,30ms), 68% 170-230ms cloud metrics
- Crop yields N(150bu/ac,20bu), 68% 130-170bu corn belt USDA
- Pulse rates N(72bpm,12bpm), 68% 60-84bpm resting adults
- Fuel efficiency N(30mpg,4mpg), 68% 26-34mpg compact cars EPA
- Sleep duration N(7hrs,1hr), 68% 6-8hrs per sleep foundation polls
- Body temp N(98.6F,0.8F), 68% 97.8-99.4F healthy range
- Typing speed N(50wpm,15wpm), 68% 35-65wpm average adults
- Heights women N(64in,2.5in), 68% 61.5-66.5in CDC anthropometrics
- ACT scores N(21,5), 68% 16-26 composite national
- Sodium intake N(3400mg,800mg), 68% 2600-4200mg NHANES
- commute times N(27min,10min), 68% 17-37min US census
- Home values N(250k,60k), 68% 190k-310k suburban Zillow index
- GRE quant N(153,9), 68% 144-162 ETS norms
- Daily steps N(5000,1500), 68% 3500-6500 fitbit aggregates
- Water usage household N(300gal/d,80gal), 68% 220-380gal EPA stats
- Heights NBA players N(79in,3in), 68% 76-82in draft combines
- Energy consumption N(10kWh/d,2kWh), 68% 8-12kWh US homes EIA
- MCAT scores N(500,10), 68% 490-510 AAMC data
- Waist circumference N(36in,5in), 68% 31-41in men NHANES
- Heights college men N(70in,3in), 68% 67-73in campus health surveys
One Standard Deviation Interpretation
Three Standard Deviations
- IQ scores follow empirical rule with 99.7% between 55-145, rare profound disability below 3σ=55
- US men heights N(69in,2.8in), 99.7% 61.6-76.4in, extremes like tallest/shortest records fit
- SAT N(1050,200), 99.7% 450-1650, floor/ceiling effects noted
- Weights adult women N(170lbs,30lbs), 99.7% 80-260lbs obesity class III above 260lbs
- Seattle rain N(37in,10in), 99.7% -3-77in, but truncated at 0, multi-year extremes
- Machining N(50mm,0.5mm), 99.7% 48.5-51.5mm reject rate 0.27%
- Daily returns N(0,1%), 99.7% -3% to 3%, 2008 crash outliers beyond
- Systolic BP N(120,12), 99.7% 84-156mmHg, hypertensive crisis >180
- Exam N(75,10), 99.7% 45-105% capped at 100 fail <45
- Shoe men N(10.5,1.5), 99.7% 6.5-14.5 custom orders beyond
- CPU N(3.5GHz,0.3), 99.7% 2.6-4.4GHz overclock extremes
- House N(300k,50k), 99.7% 150-450k luxury/mansions above
- RT N(250ms,40ms), 99.7% 130-370ms pathology flags
- Wind N(10mph,3), 99.7% 1-19mph hurricane >74
- Battery N(10hr,1.5hr), 99.7% 4.5-15.5hr defect returns
- GPA N(3.2,0.4), 99.7% 2-4.4 probation/expulsion
- Fish N(20cm,3cm), 99.7% 11-29cm trophy sizes
- Server N(200ms,30ms), 99.7% 110-290ms downtime alerts
- Yields N(150bu,20bu), 99.7% 90-210bu disaster assistance
- Pulse N(72,12), 99.7% 36-108bpm arrhythmia risks
- MPG N(30,4), 99.7% 18-42 hypermiling records
- Sleep N(7hr,1hr), 99.7% 4-10hr hypersomnia/narcolepsy
- Temp N(98.6F,0.8F), 99.7% 95.2-102F hyperthermia >104
- Typing N(50wpm,15), 99.7% 5-95wpm elite competitions
- Women ht N(64in,2.5), 99.7% 56.5-71.5in gigantism/dwarfism
- ACT N(21,5), 99.7% 6-36 perfect score rarity
- Sodium N(3400mg,800mg), 99.7% 800-6000mg hyponatremia/hyper
- Commute N(27min,10min), 99.7% -3-57min remote extremes
- Home N(250k,60k), 99.7% 70-430k McMansions/slums
- GRE N(153,9), 99.7% 126-180 genius outliers
- Steps N(5000,1500), 99.7% 500-9500 ultra-marathoners
- Water N(300gal,80gal), 99.7% -60-660gal leaks/farms
- NBA N(79in,3in), 99.7% 70-88in legends like Yao/Shaq
- Energy N(10kWh,2kWh), 99.7% 4-16kWh mansions/camping
- MCAT N(500,10), 99.7% 470-530 top 0.1% residencies
- Waist men N(36in,5in), 99.7% 21-51in sumo/anorexia
- College men ht N(70in,3in), 99.7% 61-79in basketball/volleyball selects
Three Standard Deviations Interpretation
Two Standard Deviations
- IQ N(100,15), 95% between 70-130 defining intellectual disability cutoff at 2σ below
- Heights US men N(69in,2.8in), 95% 63.4-74.6in from NHANES percentiles
- SAT total N(1050,200), 95% 650-1450 per College Board norms
- Weights women N(170lbs,30lbs), 95% 110-230lbs CDC vital health
- Rainfall annual N(37in,10in), 95% 17-57in Seattle NOAA records
- Part tolerances N(50mm,0.5mm), 95% 49-51mm six sigma control limits
- S&P returns daily N(0,1%), 95% -2% to +2% historical VaR
- BP systolic N(120,12), 95% 96-144mmHg prehypertension threshold
- Grades N(75%,10%), 95% 55-95% passing/failing bounds
- Shoe sizes N(10.5,1.5), 95% 7.5-13.5 US marketable range
- CPU speeds N(3.5GHz,0.3), 95% 2.9-4.1GHz consumer market
- Home prices N(300k,50k), 95% 200-400k FHA loan limits
- RT N(250ms,40ms), 95% 170-330ms outlier rejection in EEG
- Winds N(10mph,3), 95% 4-16mph gale warning starts
- Battery N(10hr,1.5hr), 95% 7-13hr warranty specs
- GPA N(3.2,0.4), 95% 2.4-4.0 honors/deans list
- Fish N(20cm,3cm), 95% 14-26cm harvest regulations
- Response N(200ms,30ms), 95% 140-260ms SLA 95th percentile
- Yields N(150bu,20bu), 95% 110-190bu crop insurance triggers
- Pulse N(72,12), 95% 48-96bpm athlete vs tachycardia
- MPG N(30,4), 95% 22-38 highway ratings
- Sleep N(7hr,1hr), 95% 5-9hr insomnia diagnosis
- Temp N(98.6F,0.8F), 95% 96.9-100.3F fever threshold
- Typing N(50wpm,15), 95% 20-80wpm professional range
- Heights women N(64in,2.5), 95% 59-69in clothing sizes std
- ACT N(21,5), 95% 11-31 college admission tiers
- Sodium N(3400mg,800mg), 95% 1800-5000mg DASH diet limits
- Commute N(27min,10min), 95% 7-47min urban planning models
- Home val N(250k,60k), 95% 130-370k tax assessment bands
- GRE N(153,9), 95% 135-171 grad school cutoffs
- Steps N(5000,1500), 95% 2000-8000 health guidelines
- Water N(300gal,80gal), 95% 140-460gal conservation tiers
- NBA ht N(79in,3in), 95% 73-85in roster eligibility
- Energy N(10kWh,2kWh), 95% 6-14kWh utility billing brackets
- MCAT N(500,10), 95% 480-520 med school admissions
- Waist N(36in,5in), 95% 26-46in metabolic syndrome risk
- Heights men college N(70in,3in), 95% 64-76in sports divisions
Two Standard Deviations Interpretation
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