Standard normal distribution is a very important probability distribution in mathematics, physics and engineering, which has great influence in many aspects of statistics. The expected value μ=0, that is, the normal distribution under the condition that the symmetry axis of the curve image is Y axis and the standard deviation σ= 1 is recorded as n (0, 1).

Definition of normal distribution

The standard normal distribution, also known as U distribution, is a normal distribution with 0 as the mean and 1 as the standard deviation, and is recorded as n (0, 1).

The distribution law of the area under the standard normal distribution curve is that the area under the curve is equal to 0.9500 in the range of-1.96 ~+ 1.96, and equal to 0.9900 in the range of -2.58 ~+2.58. Statisticians also made a statistical table (degree of freedom is ∞), which can be used to estimate the area under the curve in some special ranges of u 1 and u2.