Let (X sim Nleft(mu, sigma^{2}ight)), and let (Z=(X-mu) / sigma). Use Equation (4.25) to show that (Z

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Let \(X \sim N\left(\mu, \sigma^{2}ight)\), and let \(Z=(X-\mu) / \sigma\). Use Equation (4.25) to show that \(Z \sim N(0,1)\).

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