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Range of Standard Normal Distribution

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Theoretically, in a standard normal distribution, the range of values of Z is from -∞ to +∞. Theoretically, the standard normal variable Z can take any value between minus infinity to plus infinity.

But it is known that 99.7% of the data values of the normal distribution lie within 3 standard deviations of the mean. This rule is known as the empirical rule.

Hence for most practical purposes, in a standard normal distribution, the range of values of Z is from 3 to +3.

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