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The empirical rule states that approximately 95% of data from a normal distribution with a mean of 0 and a standard deviation of 1 will have an absolute value less than 2.
Use the mean and r norm functions to find the proportion of 1000 random normal variables whose absolute values are less than 2.
Repeat several times and see how widely the results vary. Try sample size 10000 to see if the variation does become smaller.
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