Standardised normal distribution: Difference between revisions
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== See also == | == See also == | ||
* [[Mean]] | |||
* [[Normal frequency distribution]] | * [[Normal frequency distribution]] | ||
* [[Probability Density Function]] | |||
* [[Standard deviation]] | |||
* [[Variance]] | * [[Variance]] | ||
* [[Z statistic]] | * [[Z statistic]] | ||
[[Category:Financial_risk_management]] |
Latest revision as of 10:16, 11 July 2018
A normal frequency distribution whose mean is zero and whose standard deviation is 1.
By definition, the variance is also 1.
The normal distributions set out in standard tables are standardised normal distributions.
The related Excel function is =NORMSDIST()