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Exercises · Q12

Q.In a standard normal distribution, what are the values of the mean and the variance? Choose the correct option:

(a) mean = 1, variance = 0
(b) mean = 0, variance = 1
(c) mean = σ, variance = μ
(d) mean and variance are both undefined.
Gujarat GsebTextbookSubjectiveImportance★★★★★
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By definition (Section 3), the Standard Normal Variate Z=X−μσZ = \dfrac{X-\mu}{\sigma} always follows the distribution N(0,1)N(0,1) — that is, a normal distribution whose own mean is exactly 0 and whose own variance (and hence standard deviation) is exactly 1 — regardless of what mean and SD the original variable XX had. This is precisely the property that makes one single table usable for every normal-distribution problem, whatever the original data's units or scale. …

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