Question: For normal random variables, the probability of being within one standard deviation of the mean is 0.68. That is, P( X

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) = 0.68 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.

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