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  2. 68–95–99.7 rule - Wikipedia

    en.wikipedia.org/wiki/68–95–99.7_rule

    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.

  3. Normal distribution - Wikipedia

    en.wikipedia.org/wiki/Normal_distribution

    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.

  4. Sampling distribution - Wikipedia

    en.wikipedia.org/wiki/Sampling_distribution

    In statistics, a sampling distribution or finite-sample distribution is the probability distribution of a given random-sample-based statistic.If an arbitrarily large number of samples, each involving multiple observations (data points), were separately used in order to compute one value of a statistic (such as, for example, the sample mean or sample variance) for each sample, then the sampling ...

  5. Rule of three (statistics) - Wikipedia

    en.wikipedia.org/wiki/Rule_of_three_(statistics)

    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.

  6. Multivariate normal distribution - Wikipedia

    en.wikipedia.org/wiki/Multivariate_normal...

    In probability theory and statistics, the multivariate normal distribution, multivariate Gaussian distribution, or joint normal distribution is a generalization of the one-dimensional normal distribution to higher dimensions.

  7. Three-sigma rule - Wikipedia

    en.wikipedia.org/?title=Three-sigma_rule&redirect=no

    Download as PDF; Printable version; In other projects ... Redirect to: 68–95–99.7 rule#Three-sigma rule; Retrieved from "https: ... Statistics; Cookie statement ...

  8. Standard deviation - Wikipedia

    en.wikipedia.org/wiki/Standard_deviation

    This defines a point P = (x 1, x 2, x 3) in R 3. Consider the line L = {(r, r, r) : r ∈ R}. This is the "main diagonal" going through the origin. If our three given values were all equal, then the standard deviation would be zero and P would lie on L. So it is not unreasonable to assume that the standard deviation is related to the distance ...

  9. Outlier - Wikipedia

    en.wikipedia.org/wiki/Outlier

    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]

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