ESS210B
Prof. Jin-Yi Yu
Standard Normal Distribution
qThe standard normal distribution has a mean of 0 and a standard deviation of 1.
qThis probability distribution is particularly useful as it can represent any normal distribution, whatever its mean and standard deviation.
qUsing the following transformation, a normal distribution of variable X can be converted to the standard normal distribution of variable Z:
q                                         Z = ( X - μ ) / σ