How much data is expected to fall outside of the normal distribution?

The expectation about how much data falls outside of the normal distribution can be understood through the empirical rule, also known as the 68-95-99.7 rule. This rule states that for a normal distribution, approximately 68% of the data falls within one standard deviation of the mean, 95% falls within two standard deviations, and 99.7% falls within three standard deviations.

Given that 95% of the data is contained within two standard deviations from the mean, it follows that the remaining 5% of the data is distributed outside this range. Since the normal distribution is symmetrical, this 5% is split equally between the lower tail and the upper tail. Therefore, there is approximately 2.5% of data expected to fall below the lower limit (left side) and 2.5% above the upper limit (right side) of the normal distribution.

This understanding makes the choice indicating 2.5% on both the low and high sides the correct response when considering how much data is expected to fall outside of the normal distribution.