Question

What is a standard normal distribution and how is it used?  

What is a standard normal distribution and how is it used?


 


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Answer #1

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.

You can transform any normally distributed variable (X) into a standard one (Z) by subtracting its mean (µ) from the original observation and dividing by its standard deviation (ϭ): It is used to easily compare different normal distributions that can vary in spread, position or are measured in different units.

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