What is a normal distribution It should be noted that a normal distribution simply means a probability distribution which is symmetric about the mean.
The mean for the standard normal distribution is zero, and the standard deviation is one. The value of the z score form the normal distribution table will be 1.96, 2.58, 0.91, and 0.0014. For example, if the mean of a normal distribution is five and the standard deviation is two, the value 11 is three standard deviations above (or to the right of) the mean.
A z-score is measured in units of the standard deviation. The standard normal distribution is a normal distribution of standardized values called z-scores.
