The "2 sigma rule" where sigma refers to standard deviation is a way to construct tolerance intervals for normally distributed data, not confidence intervals (see this link to learn about the difference). Said shortly, tolerance intervals refer to the distribution inside the population, whereas confidence intervals refer to a degree of certainty regarding an estimation.
In case you meant standard error instead of standard deviation (which is what I understood at first), then the "2 sigma rule" gives a 95% confidence interval if your data are normally distributed (for example, if the conditions of the Central Limit Theorem apply and your sample size is great enough).
|
Dark blue is one standard deviation on either side of the mean. For the normal distribution, this accounts for 68.27 percent of the set; while two standard deviations from the mean (medium and dark blue) account for 95.45 percent; three standard deviations (light, medium, and dark blue) account for 99.73 percent; and four standard deviations account for 99.994 percent. The two points of the curve that are one standard deviation from the mean are also the inflection points.
댓글
댓글 쓰기