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The random variable Z denotes a standard normal random​ variable, Upper Z tilde Upper N left...

The random variable Z denotes a standard normal random​ variable, Upper Z tilde Upper N left parenthesis 0 comma 1 right parenthesis. What is the standard deviation of​ Z?

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Answer #1

Given that the random variable Z is standard normal random variable follows

and the general form of the normal distribution is where is population mean and is population variance.

So on comparing, we get , hence the standard deviation of Z is .

1 is the answer.

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