2.58 standard deviations above and below the standard deviation encompasses a little over 99% of the total probability. There's a little over 99% chance that any sample mean that I select from the sampling distribution of the sample mean will fall within this much of the standard deviation. Let me put it this way. There is a 99.2% chance. If you multiply this times 2, you get 0.99. You get 0.9902. Let's say roughly 99% chance that any sample that a random sample mean is within 2.58 standard deviations of the sampling mean of our population mean, of the mean of the sampling distribution of the sampling mean, which is the same thing as our actual population mean, which is the same thing as our population proportion, so of p. We know what this value is right here.