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The normal distribution
with mean zero and variance 1
is referred to as the standard normal distribution.
This is often denoted by
Z ~ N(0,1) and has the probability density function,

The corresponding
cumulative distribution function of Z
is therefore, by definition

Any Normal Distribution
X ~ N(a, b2),
where a and
b2
represent the mean and variance respectively, can be standardised
into the above form. See the examples below on Standardising
and the use of Standard normal tables. Full tables
for the Normal Distribution and tables
for the percentage points of the Normal Distribution can be
found here. Printable
versions of both tables are also available.
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