The probability of being within one standard deviation

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For normal random variables, the probability of being within one standard deviation of the mean is 0.68.

That is, P(µ-σ ≤ X ≤ µ+σ) = .68 if X has a normal distribution. For non-normal distributions, is it safe to assume that this probability is again 0.68? Explain your answer.

Reference no: EM131397072

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