Standard normal

Summary

• If \(X\) is a continuous random variable with range \(\left( -∞,∞ \right)\) and with probability density function

\[f\left( x \right)= \frac{1}{\sqrt{2π}}exp \left( - \frac{x^2}{2} \right)\]

• then we say that \(X\) follows a standard normal distribution . W e write

\[X ~ N(0,1)\]