A followup to the node by Lagman
, in which he states that "Given a normal distribution, by the 68-95-99 rule of thumb, about 68 percent of the data will have a Z-score on the range -1 to 1 inclusive (that is, will be between -1 and 1 standard deviations from the mean), about 95% will have a Z-score between -2 and 2, and about 99.7% will have a Z-score between -3 and 3."
I hate to be technical about this, but officially, the value for the 95% cutoff is 1.96 plus or minus standard deviations from the mean. I know this is touchy, but in the world or statistics, touchy makes a big difference. His phrasing is actually underestimating the true value of the percentage within the plus or minus 2 standard deviations, it would be higher than 95%.