So far we have shown the following: If Z ~ N(0, 1), then EZ = 0 and Var(Z) = 1. As definition, standard CDF of the standard normal To find the CDF of the standard normal distribution, we need to integrate the PDF function. In particular, we have normal distribution Fz (2) = Vox / expf -" Jau. Zow ( 0 1 ) This integral does not have a closed form solution. Nevertheless, because of the importance of the normal distribution, the values of Fz(z) have been tabulated and many calculators and software packages have this function. We usually denote the standard normal CDF by D. so what is "u in the formular. The CDF of the standard normal distribution is denoted by the function: D(x) = P(Z S x) = exp please give a short Fig.4.7 - The @function (CDF of standard normal). numeric example in the 24 coF of standard normal 25 distribution ( +