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The z-score (standard normal) distribution has a mean of zero and a standard deviation of 1. The total area under the curve is equal to
The z-score (standard normal) distribution has a mean of zero and a standard deviation of 1. The total area under the curve is equal to 1, or 100% of the probable outcomes. We use the z-score distribution to transform any normal distribution into a standardized format, which enables comparing distributions with differing scales.
We use the z-score equation to perform this transformation.