Standard normal deviate

standard normal variablestandard-normal
A standard normal deviate is a normally distributed deviate.wikipedia
26 Related Articles

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

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.

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.

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.