Empirical Rule for grouped data

Empirical rule is the general rule of thumb that applies to bell shaped (symmetrical) distribution. The empirical rule can be stated as :

  • $68$% of the data will fall within one standard deviation of the mean,
  • $95$% of the data will fall within two standard deviations of the mean,
  • $99.7$% of the data will fall within three standard deviations of the mean.

Formula

Let $(x_i,f_i)$; $i=1,2,\cdots, n$ be the observed frequency distribution. If the distribution of $x$ is approximately symmetrical, then

$68$% of the data falls in $\overline{x}\pm 1 s_x$

$95$% of the data falls in $\overline{x}\pm 2 s_x$

$99.7$% of the data falls in $\overline{x}\pm 3 s_x$

where,

  • $\overline{x}=\dfrac{1}{N}\sum_{i=1}^{n}f_ix_i$ is the sample mean,
  • $N=\sum_i f_i$, is the total number of observations,
  • $s_x =\sqrt{\dfrac{1}{N-1}\bigg(\sum_{i=1}^{n}f_ix_i^2-\dfrac{\big(\sum_{i=1}^n f_ix_i\big)^2}{N}\bigg)}$ is the sample standard deviation.

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