The normal distribution is .
The probability function lies between two standard deviations .
Apply formula for the probability density function on lies between
and
is
.
The probability function lies between two standard deviations is .
Let .
Apply derivative on each side with respect to .
.
When , then
.
When , then
.
Substitute and
in integral.
.
Using calculator .
.
The probability function lies between two standard deviations is .
The probability function lies between two standard deviations is .