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
.