Mean +/- 1 standard deviation always have majority of the values?

21 Views Asked by At

Let us say that we have a random probability distribution and we know it's Mean and it's Standard Deviation.

My question is that, is it necessarily true that the majority of values (>= 50%) in that particular probability distribution will lie between: -

$$\mu \pm 1 \sigma$$

Are there any probability distribution where this is not the case? Also is there any proof for the same?