Normal distribution > Standardising
1234Standardising

Theory

The shape of the normal curve depends on the mean of the distribution μ and its standard deviation σ . The distribution with μ = 0 and σ = 1 is called the standard normal distribution.
You can transform any normally distributed variable X into a standard normal variable Z by subtracting the mean from every value of x and dividing by the standard deviation (resulting in a narrowing or widening of the curve).

This gives you: z = x μ σ .

The standard normal variable Z allows you to determine probabilities for any given normal variable X , according to the following relationship: Ρ ( X x ) = Ρ ( Z x μ σ ) .
This is called standardising the normal statistic X. It is useful only if you need to calculate μ or σ .

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