Key Takeaways
- 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 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 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
- 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
The empirical rule gives easy 68 95 99.7 estimates for normal data, but fails badly for heavy tails.
Related reading
01 · Category
Comparisons and Limitations21 stats
Comparisons and Limitations Interpretation
02 · Category
Definition and Basics30 stats
Definition and Basics Interpretation
03 · Category
One Standard Deviation30 stats
One Standard Deviation Interpretation
04 · Category
Three Standard Deviations30 stats
Three Standard Deviations Interpretation
05 · Category
Two Standard Deviations30 stats
Two Standard Deviations Interpretation
Cite This Report
This report is designed to be cited. We maintain stable URLs and versioned verification dates. Copy the format appropriate for your publication below.
Elena Vasquez. (2026, February 13). The Empirical Rule Statistics. Gitnux. https://gitnux.org/the-empirical-rule-statistics
Elena Vasquez. "The Empirical Rule Statistics." Gitnux, 13 Feb 2026, https://gitnux.org/the-empirical-rule-statistics.
Elena Vasquez. 2026. "The Empirical Rule Statistics." Gitnux. https://gitnux.org/the-empirical-rule-statistics.
Sources & references
100 datasets cited across this report · attribution is report-level

