AI engineering glossary · Probability
What is standard normal distribution?
Standard normal distribution: The normal distribution with mean 0 and standard deviation 1. Any normal variable can be converted to it by subtracting its mean and dividing by its standard deviation, which lets one table or function serve every normal distribution.
Standard normal distribution: an example
A value of 1.96 on this scale has about 97.5% of the probability below it.
Related terms
More Probability terms
- Stationary distribution
- Stratified sampling
- Survivorship bias
- Systematic sampling
- Transition matrix
- Uniform distribution
- Union of events
- Variance
Where you learn it
Standard normal distribution is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.