Standard Normal Distribution with examples In our previous post, we talked about Normal Distribution and its properties . In this post, we extend those ideas and discuss about Standard Normal Distribution in detail. What is a Standard Normal Distribution? A Normal Distribution with mean 0 and standard deviation 1 is called a Standard Normal Distribution . Mathematicallty, it is given as below. Fig 1:Standard Normal Probability Distribution Function For comparison, have a look at the Normal Probability Distribution Function. If you substitute mean as 0 ,standard deviation as 1, you derive the standard normal probability distribution function Fig 2: Normal Probability Distribution Function Need for a standard normal probability distribution function We need to extract probability information about events that we are interested in. For this, first we need to convert any normal random variable