05. Quiz: Standard Normal Distribution

PDF of Standard Normal Distribution: X \sim \mathcal{N}

f(x)={\frac{1}{\sqrt {2\pi }}}\;e^{-\frac{x^{2}}{2}}

PDF of Normal Distribution: X \sim \mathcal{N}(\mu,\sigma^2)

f(x \vert \mu, \sigma^2)={\frac{1}{\sqrt {2 \pi \sigma^2}}}\;e^{-\frac{(x-\mu)^{2}}{2 \sigma^2}}

Standard Normal Distirbution

What values of \mu and \sigma make a Normal distribution the same as the Standard Normal distribution?

SOLUTION: μ = 0, σ = 1

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