standard normal random variable

From Wiktionary, the free dictionary
Jump to navigation Jump to search

English

[edit]

Noun

[edit]

standard normal random variable (plural standard normal random variables)

  1. (probability theory, statistics) A random variable whose probability distribution is a standard normal distribution.
    • 2000, George E. Monahan, Management Decision Making: Spreadsheet modeling, analysis, and applications, volume 1, Cambridge University Press, page 405:
      Suppose . Then

      is a standard normal random variable. In other words, any normal random variable can be standardized by subtracting the mean from the variable and dividing the difference by the standard deviation.
    • 2010, Todd C. Headrick, Statistical Simulation: Power Method Polynomials and Other Transformations[1], Taylor & Francis (CRC Press), page 1:
      This technique is based on a polynomial transformation that proceeds by taking the sum of a linear combination of a standard normal random variable, its square, and its cube.
    • 2016, Maria Dolores Ugarte, Ana F. Militino, Alan T. Arnholt, Probability and Statistics with R, 2nd Edition, Taylor & Francis (CRC Press), page 297,
      A normal random variable with μ = 0 and σ = 1, often denoted Z, is called a standard normal random variable. [] Further, any normal random variable can be converted to a standard normal random variable using (4.25).

Synonyms

[edit]
[edit]