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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