Given a normal random variable X with mean μ and standard deviation σ,the standard normal random variable associated with x is Z = (X - μ)/σ.

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Quizplus · Accepted Answer

This statement is true. The standard normal random variable is defined as the deviation of a normal random variable from its mean in units of standard deviation. When we subtract the mean, μ, from a normally distributed variable X and divide by the standard deviation, σ, we get the standard normal variable, Z.

Given a Normal Random Variable X with Mean μ and Standard