Principles of Data Science

The Empirical rule

Recall that a normal distribution is defined as having a specific probability distribution that resembles a bell curve. In statistics, we love it when our data behaves normally. For example, if we have data that resembles a normal distribution, like so:

The Empirical rule states that we can expect a certain amount of data to live between sets of standard deviations. Specifically, the Empirical rule states for data that is distributed normally:

• about 68% of the data fall within 1 standard deviation
• about 95% of the data fall within 2 standard deviations
• about 99.7% of the data fall within 3 standard deviations

For example, let's see ...