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 (mu) and standard deviation (sigma). Any normal value converts to it through the z-score , which rescales the data onto this common curve. For example, a value 2 standard deviations above its mean maps to on the standard normal. A z-table or calculator then gives the area, and therefore the probability, to the left of that z-score.
More random variables and distributions terms, or browse the full statistics glossary.