-2 and 2 sigma percentage for normal dist. with mean=0, and var=1 is: [-3.498917581542075, 3.498917581542075]
-3 and 3 sigma percentage for normal dist. with mean=0, and var=1 is: [-5.248376372313112, 5.248376372313112]

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-2 and 2 sigma percentage for normal dist. with mean=0, and var=4 is: [-6.99783516308415, 6.99783516308415]
-3 and 3 sigma percentage for normal dist. with mean=0, and var=1 is: [-10.496752744626225, 10.496752744626225]

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-2 and 2 sigma percentage for t-stat with 4 degrees of freedom is: [-4.370086697640119, 4.370086697640117]
-3 and 3 sigma percentage for t-stat with 4 degrees of freedom is: [-6.555130046460177, 6.555130046460175]