Concept:
A Normal distribution follows the well-known
Empirical Rule (also called the
68–95–99.7 rule). This rule describes how data is distributed around the mean.
- About \(68%\) of the data lies within \(1\) standard deviation of the mean.
- About \(95%\) of the data lies within \(2\) standard deviations of the mean.
- About \(99.7%\) of the data lies within \(3\) standard deviations of the mean.
Step 1: Identify the required interval.
The question asks for the percentage of data within
two standard deviations from the mean.
\[
\mu - 2\sigma \le X \le \mu + 2\sigma
\]
Step 2: Apply the Empirical Rule.
According to the empirical rule:
\[
P(\mu - 2\sigma \le X \le \mu + 2\sigma) \approx 95%
\]
\[
\therefore \text{Approximately } 95% \text{ of the data lies within two standard deviations of the mean.
\]