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If a random variable X has a Normal distribution with mean m and standard deviation s, then

z = (X - m)/s

has a Standard Normal distribution. That is, Z has a Normal distribution with mean 0 and standard deviation 1.

Probabilities for a general Normal distribution are extremely difficult to obtain but values for the Standard Normal have been calculated numerically and are widely tabulated. The z-transformation is, therefore, used to evaluate probabilities for Normally distributed random variables.

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Q: What is the z value for a normal distribution?
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