What Standard normal is
Standard normal is a type of normal distribution with a mean of 0 and a standard deviation of 1. It is also referred to as the unit normal distribution.
The steps for standard normal are as follows:
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Convert the original data to a z-score. To do this, subtract the mean from each data point, and then divide by the standard deviation.
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Plot the z-score on the standard normal distribution.
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Determine the probability associated with the z-score.
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Convert the probability back to the original data using the inverse of the standard normal distribution.
Examples
- Calculating the probability of a given outcome occurring under a standard normal distribution.
- Testing for normality in a set of data by comparing it to a standard normal distribution.
- Estimating population parameters such as mean and standard deviation from a standard normal distribution.
- Comparing the results of a sample normal distribution to a standard normal distribution.
- Using the standard normal distribution to calculate confidence intervals.
- Using the standard normal distribution to calculate the probability of a type I or type II error.