Definition: Standard normal distribution

Index: The Book of Statistical Proofs ▷ Probability Distributions ▷ Univariate continuous distributions ▷ Normal distribution ▷ Standard normal distribution

Definition: Let $X$ be a random variable. Then, $X$ is said to be standard normally distributed, if $X$ follows a normal distribution with mean $\mu = 0$ and variance $\sigma^2 = 1$:

\[\label{eq:snorm} X \sim \mathcal{N}(0, 1) \; .\]

 

Sources:

• Wikipedia (2020): "Normal distribution"; in: Wikipedia, the free encyclopedia, retrieved on 2020-05-26; URL: https://en.wikipedia.org/wiki/Normal_distribution#Standard_normal_distribution.

Metadata: ID: D63 | shortcut: snorm | author: JoramSoch | date: 2020-05-26, 23:32.