The 68–95–99.7 rule or empirical rule is a shorthand for remembering the percentage of values that lie within an interval estimate in a normal distribution.
- 68% of values fall within 1 variance of the mean
- 95% of values fall within 2 standard deviations of the mean
- 99.7% of values fall within 3 standard deviations of the mean
We can use the 68-95-99.7 rule to do some rough estimation of the CDF of a normal distribution function. For example,
(we are calculate the area under the curve till mean + 1 stdv)