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, we may have data that resembles a normal distribution, like so:
Figure 7.11 – Graphical representation of normal distribution
The normal distribution serves as a guiding line for many branches of statistics and the basis for many statistical tests. Shown here, data that follows this distribution lets us “expect” a certain number of datapoints to live within 1, 2, and 3 standard deviations from the mean.
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 the following for data that is distributed normally:
- About 68% of the data falls within 1 standard deviation
- About 95% of the data falls within 2 standard deviations...
