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Standard normal distribution

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Intro to Statistics

Definition

The standard normal distribution is a normal distribution with a mean of 0 and a standard deviation of 1. It is used to standardize scores from different normal distributions for comparison.

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5 Must Know Facts For Your Next Test

  1. The total area under the curve of a standard normal distribution is equal to 1.
  2. Approximately 68% of the data falls within one standard deviation from the mean, 95% within two, and 99.7% within three.
  3. Z-scores represent the number of standard deviations a data point is from the mean in a standard normal distribution.
  4. The probability density function (PDF) of the standard normal distribution is given by $f(x) = \frac{1}{\sqrt{2\pi}} e^{-\frac{x^2}{2}}$.
  5. Standardizing a variable involves converting it into z-scores using the formula $z = \frac{x - \mu}{\sigma}$.

Review Questions

  • What are the mean and standard deviation of a standard normal distribution?
  • How do you interpret a z-score in relation to the standard normal distribution?
  • What percentage of data falls within two standard deviations from the mean in a standard normal distribution?
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