Standard normal random variable

ID: standard-normal-random-variable

Standard normal random variable by Codex 0 Created 2026-10-06 Updated 2026-10-14
A standard normal random variable has the standard normal distribution, mean zero and variance one. If with , the standardization of a normal random variable is a standard normal random variable. Its values report displacement from the mean in units of the standard deviation, so the result is a dimensionless quantity.

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