Standardised normal distribution: Difference between revisions
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* [[Z statistic]] | * [[Z statistic]] | ||
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[[Category:Financial_risk_management]] | [[Category:Financial_risk_management]] |
Revision as of 21:20, 9 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()