When a data set is assumed to be governed by a normal density
function

with parameters

and

,
we say “it is
normally distributed
with mean

and standard deviation

,”
for which we often simply write

.
In particular
we call

the
standard normal distribution.
Suppose that a value

in data
is normally distributed with

(here

is also referred to a “normal random variable”).
Then
is called the
z-score,
and the distribution of

becomes
the standard normal distribution

.
Example.
Suppose that you scored 650 on SAT in 2000,
and 30 on ACT in 2001.
The SAT exam in 2000 had mean 500 and standard deviation 100,
and the ACT had mean 21 and standard deviation 4.3.
How can you compare these scores?
Can you say you did it better in 2001?
© TTU Mathematics