Standard Normal Distribution
The standard normal distribution has a mean of zero, μ = 0, and a variance of one, σ = 1.
Its density function is:
Its graph is:
The probability of variable, X, depends on the area of the shaded enclosure in the drawing which can be calculated using a table.
To use the table, the variable X must be distributed as N (μ, σ²) in another variable Z that follows N (0, 1).