Standard normal distribution

The standard normal distribution is the normal distribution with mean 0 and standard deviation 1, on which z-scores are read.

The standard normal distribution is a normal curve with mean μ=0\mu = 0 (mu) and standard deviation σ=1\sigma = 1 (sigma). Any normal value converts to it through the z-score z=xμσz = \frac{x - \mu}{\sigma}, which rescales the data onto this common curve. For example, a value 2 standard deviations above its mean maps to z=2z = 2 on the standard normal. A z-table or calculator then gives the area, and therefore the probability, to the left of that z-score.

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