Definition:Standard Normal Distribution

Definition

The standard normal distribution is the normal distribution with mean $0$ and variance $1$.

Also known as

The standard normal distribution is also known as a standardized normal distribution.

The terms standard Gaussian distribution and standardized Gaussian distribution are also often found.

Also see

• Results about the standard normal distribution can be found here.

Sources

• 2011: Morris H. DeGroot and Mark J. Schervish: Probability and Statistics (4th ed.): $5.6$: Properties of Normal Distributions: Definition $5.6.2$
• 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): normal distribution
• 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): normal distribution