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.