Ask Uncle Colin: why does the normal distribution stop at $z=\pm 4$?
Dear Uncle Colin,
In Statistics, we were shown a picture of the standardised normal distribution curve, and the base stops at +4 and -4. Why is it not $\pm 5$, $\pm 10$, or anything else? Is there something special about 4?
-- Got An Unanswered Statistics Struggle
Dear GAUSS,
The standard normal distribution goes on forever in both directions — which means you can’t possibly draw the whole thing, and you need to choose a window.
From -4 to 4 is a decent choice (there’s very little area left in the tails beyond that, and it’s more than good enough for all S1 — purposes), but you could take it out as far as you liked, or do it more narrowly (I don’t think I’d expect to see a z-score beyond ±3 in S1).
Hope that helps!
-- Uncle Colin