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In statistics, the 68–95–99.7 rule, also known as the empirical rule, and sometimes abbreviated 3sr, is a shorthand used to remember the percentage of values that lie within an interval estimate in a normal distribution: approximately 68%, 95%, and 99.7% of the values lie within one, two, and three standard deviations of the mean, respectively.
About 68% of values drawn from a normal distribution are within one standard deviation σ from the mean; about 95% of the values lie within two standard deviations; and about 99.7% are within three standard deviations. [6] This fact is known as the 68–95–99.7 (empirical) rule, or the 3-sigma rule.
The rule can then be derived [2] either from the Poisson approximation to the binomial distribution, or from the formula (1−p) n for the probability of zero events in the binomial distribution. In the latter case, the edge of the confidence interval is given by Pr( X = 0) = 0.05 and hence (1− p ) n = .05 so n ln (1– p ) = ln .05 ≈ −2.996.
A little algebra shows that the distance between P and M (which is the same as the orthogonal distance between P and the line L) (¯) is equal to the standard deviation of the vector (x 1, x 2, x 3), multiplied by the square root of the number of dimensions of the vector (3 in this case).
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Relative probabilities in a normal distribution. In the case of normally distributed data, the three sigma rule means that roughly 1 in 22 observations will differ by twice the standard deviation or more from the mean, and 1 in 370 will deviate by three times the standard deviation. [6]
Ground yourself with the 3-3-3 rule. Much of the time, anxious thoughts center around things that we can’t control, like the “would’ve, could’ve, should’ves” of the past. But if we ...
Representation of the three-sigma rule. The dark blue zone represents observations within one standard deviation (σ) to either side of the mean (μ), which accounts for about 68.3% of the population. Two standard deviations from the mean (dark and medium blue) account for about 95.4%, and three standard deviations (dark, medium, and light blue ...