# Standard normal deviate

**standard normal variablestandard-normal**

A standard normal deviate is a normally distributed deviate.wikipedia

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### Normal distribution

**normally distributedGaussian distributionnormal**

A standard normal deviate is a normally distributed deviate.

If Z is a standard normal deviate, then will have a normal distribution with expected value \mu and standard deviation \sigma.

### Realization (probability)

**realizationrealizationsobserved data**

It is a realization of a standard normal random variable, defined as a random variable with expected value 0 and variance 1.

### Random variable

**random variablesrandom variationrandom**

It is a realization of a standard normal random variable, defined as a random variable with expected value 0 and variance 1.

### Expected value

**expectationexpectedmean**

It is a realization of a standard normal random variable, defined as a random variable with expected value 0 and variance 1.

### Variance

**sample variancepopulation variancevariability**

### Independence (probability theory)

**independentstatistically independentindependence**

Where collections of such random variables are used, there is often an associated (possibly unstated) assumption that members of such collections are statistically independent.

### Regression analysis

**regressionmultiple regressionregression model**

Standard normal variables play a major role in theoretical statistics in the description of many types of model, particularly in regression analysis, the analysis of variance and time series analysis.

### Analysis of variance

**ANOVAanalysis of variance (ANOVA)corrected the means**

Standard normal variables play a major role in theoretical statistics in the description of many types of model, particularly in regression analysis, the analysis of variance and time series analysis.

### Time series

**time series analysistime-seriestime-series analysis**

Standard normal variables play a major role in theoretical statistics in the description of many types of model, particularly in regression analysis, the analysis of variance and time series analysis.

### Random variate

**deviateobservationsvariate**

A standard normal deviate is a normally distributed deviate.

### Statistics

**statisticalstatistical analysisstatistician**

### Statistical hypothesis testing

**hypothesis testingstatistical teststatistical tests**

### Pseudorandom number generator

**pseudo-random number generatorPRNGpseudorandom**

### Marginal distribution

**marginal probabilitymarginalmarginals**

### Chi-squared distribution

**chi-squaredchi-square distributionchi square distribution**

### Standard normal table

**Z table**

*Standard normal table

### Log-normal distribution

**lognormallog-normallognormal distribution**

Let Z be a standard normal variable, and let \mu and \sigma>0 be two real numbers.

### Detection error tradeoff

The x- and y-axes are scaled non-linearly by their standard normal deviates (or just by logarithmic transformation), yielding tradeoff curves that are more linear than ROC curves, and use most of the image area to highlight the differences of importance in the critical operating region.

### Poisson distribution

**PoissonPoisson-distributedPoissonian**

:where denotes the standard normal deviate with upper tail area

### A Million Random Digits with 100,000 Normal Deviates

**lists of "truly random" random numbersRAND tables**

The standard normal deviates are another 200 pages (10 per line, lines 0000 through 9999), with each deviate given to three decimal places.

### Standard score

**normalizednormalisedz-score**

They are most frequently used to compare an observation to a theoretical deviate, such as a standard normal deviate.

### Pest insect population dynamics

:,where dt is an increment of time, and is an increment of a Wiener process, with \xi_t being standard-normal distributed.

### Autoregressive conditional heteroskedasticity

**GARCHARCHARCH model**

Z_{t} may be a standard normal variable or come from a generalized error distribution.

### List of statistics articles

**List of statistical topicsList of statistics topicsIndex of statistics articles**

### Box–Muller transform

**Box–Muller methodBox-Muller transformBox–Muller transformation**

The standard Box–Muller transform generates values from the standard normal distribution (i.e. standard normal deviates) with mean 0 and standard deviation 1.