The formula of standard normal distribution φ (x) is φ (x) =1–φ (-x). Standard normal distribution is a very important probability distribution in mathematics, physics and engineering, which has great influence in many aspects of statistics.

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.