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Standard Normal Distribution

Standard Normal Distribution. Normal Distribution Symmetric about peak at mean Mean = µ and Standard deviation = σ Standard Normal with µ = 0 and σ = 1 Symmetric about peak at 0 Stretches from about -3 to 3. Standardization: Converting a Normal into the Standard Normal.

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Standard Normal Distribution

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  1. Standard Normal Distribution Normal Distribution • Symmetric about peak at mean • Mean = µ and Standard deviation = σ Standard Normal with µ = 0 and σ = 1 • Symmetric about peak at 0 • Stretches from about -3 to 3

  2. Standardization: Converting a Normal into the Standard Normal • If X is a normal random variable with Mean = µ and Standard deviation = σ let • What is the distribution of S? Explain

  3. Standardization and the Central Limit Theorem • CLT says that has mean and standard deviation and standard deviation • Thus the standardized sample mean has the standard normal distribution

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