Question: For normal random variables, the probability of being within one standard deviation of the mean is .68. That is, P( X

For normal random variables, the probability of being within one standard deviation of the mean is .68. That is, P(μ− σ ≤ X ≤ μ +σ) = .68 if X has a normal distribution. For nonnormal distributions, is it safe to assume that this probability is again .68? Explain your answer.

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