Question: f X is a random variable that has a normal distribution with mean and standard deviation . The standard normal distribution of X is Z

f X is a random variable that has a normal distribution with mean and standard deviation . The standard normal distribution of X is Z = X . What is the mean and variance of Z ?

Select one:

Mean 1 and variance 1

Mean 0 and variance 1

Mean 2 and variance 1

Mean 1 and variance 0

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