The shape of the normal curve depends on the mean of the distribution and its standard deviation . The distribution with and is called the standard normal distribution.
You can transform any normally distributed variable into a standard normal variable 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: .
The standard normal variable allows you to determine probabilities for any given normal variable , according to the following relationship: .
This is called standardising the normal statistic X. It is useful only if you need to calculate or .