Standard Normal Distribution

Every distribution can be standardized

Assuming μ as the mean and σ2 as the variance, the standardization is a process of transforming this variable to 0 and 1 respectively.

Standardization: ~(μ,σ2) -> ~(0,1)

When we standardize a normal distribution, the result is a standard normal distribution. If we shift the mean by μ and standard deviation by σ for any normal distribution, we will arrive at the standard normal distribution.


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