The Standard Normal Distribution

The Standard Normal Distribution

  • Standard normal distribution is a normal distribution with a mean of 0 and standard deviation of 1.
  • It primarily focuses on the Z-score or standard score, making it often used in statistical analysis.
  • The Z-score is a dimensionless quantity calculated by subtracting the mean from a data point and dividing by the standard deviation.
  • The Z-score measures how many standard deviations a data point is from the mean and allows easy comparison of data points from different normal distributions.
  • Standard normal distribution can be used as a basis for understanding other normal distributions by applying the Z-score transformation.
  • It is widely used in hypothesis testing and finding critical values.
  • Standard normal distribution tables or Z-tables, provide the cumulative probability under the standard normal curve up to any Z-score.
  • The distribution is relevant for calculating probabilities and drawing conclusions from data.