Index: The Book of Statistical ProofsProbability 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 $\sigma^2 = 1$:

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

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