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

$$X ~ N(0,1)$$