Problem

Standard Normal Distribution Close What requirements are necessary for a normal probability distribution to be a standard normal probability distribution? Choose the correct answer below. A. The mean and standard deviation have the values of $\mu=0$ and $\sigma=1$. B. The mean and standard deviation have the values of $\mu=1$ and $\sigma=1$. C. The mean and standard deviation have the values of $\mu=1$ and $\sigma=0$. D. The mean and standard deviation have the values of $\mu=0$ and $\sigma=0$.

Solution

Step 1 :A standard normal distribution is a special case of the normal distribution. It is the distribution that occurs when a normal random variable has a mean of zero and a standard deviation of one.

Step 2 :The normal random variable of a standard normal distribution is called a standard score or a z-score.

Step 3 :Every normal random variable X can be transformed into a z score via the following equation: z = (X - μ) / σ where μ is the mean of X and σ is the standard deviation of X.

Step 4 :So, the correct answer should be A. The mean and standard deviation have the values of μ=0 and σ=1.

Step 5 :Final Answer: \(\boxed{\text{A. The mean and standard deviation have the values of } \mu=0 \text{ and } \sigma=1}\).

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