Variance of x mean = variance of x/number of samples. Mathematical expectation of x mean = mathematical expectation of x You take notes in the form of standard orthogonal normal distribution, and give the form that has not been converted into standard orthogonal normal distribution. Essentially the same. (x mean -x expectation)/When the difference under the root sign obeys the standard orthogonal normal distribution, the x mean obeys the normal distribution with the x mean expectation and the variance obeys the normal distribution with the x mean variance.