标准正态分布的公式问题

There are two steps in

standardizing

a random variable

X

: Subtract the mean of

X

from

X,

then divide that result by the standard deviation of

X

. If we have a list of observations on a normal random variable,

X,

we subtract the mean from each observation to get a list of deviations from the mean, then divide each deviation by the standard deviation. The result is the standard normal random variable,

Z.

(

Z

is the conventional symbol for a standard normal random variable.) If we have

X

~

N

(μ,σ

²

) (read “

X

follows the normal distribution with parameters μ and σ

²

”), we standardize it using the formula