Statistics and Probability Dictionary

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Standard Normal Distribution

The standard normal distribution is a special case of the normal distribution . It is the distribution that occurs when a normal random variable has a mean of zero and a standard deviation of one.

The normal random variable of a standard normal distribution is called a standard score or a z score. Every normal random variable X can be transformed into a z score via the following equation:

z = (X - μ) / σ

where X is a normal random variable, μ is the mean, and σ is the standard deviation.

See also:   Statistics Tutorial: Normal Distribution | Normal Calculator