Standard Normal Distribution


The formula for the standard normal distribution curve is:

\[y=\frac{1}{\sigma\sqrt{2\pi}}e^{\frac{-(x^2)}{2}}\]

illustration of standard normal distribution curve

All normally distributed variables can be transformed into a standard normally distributed variable by using the formula for the standard score:

\[z=\frac{\text{value}-\text{mean}}{\text{standard deviation}}=\frac{x-\mu}{\sigma}\]