Z Distribution (Standard Normal). The Z distribution (or standard normal distribution) function is determined by the following formula:
f(x) = 1/[(2p)1/2] * e**{-1/2*x2}
-8 < x < 8
where
| e |
is the base of the natural logarithm, sometimes called Euler's e (2.71...) |
| pi |
is the constant Pi (3.14...) |
Note that this distribution is simply a normal distribution where the mean is zero and the standard deviation is one. The Z distribution is commonly used in hypothesis testing for large samples or in situations where the standard deviation is known.