The Empirical Rule

When dealing with a population that follows a normal distribution, we can use the empirical rule to summarise how the values are spread around the mean. The has three parts, listed below:

• Around 60%-75% of the values will fall within the range ±1 sigma of the mean
• Around 90%-98% of the values will fall within the range ±2 sigma of the mean
• Around 99%-100% of the values will fall within the range ±3 sigma of the mean

The third, and strongest part of the rule is the one that we are most concerned with. This states that we can expect at least 99% of the values to be no less than 3 sigma units below the mean and no greater than 3 sigma units above the mean.