Statistics and Probability Dictionary
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Standard Normal Distribution
The standard normal distribution is a special case of the
. It is the distribution that occurs when a
normal random variable
has a mean of zero and a standard deviation of
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.