standard normal distribution probability
The standard normal distribution is a normal distribution with a mean of zero and standard deviation of 1. The standard normal distribution is centered at zero and the degree to which a given measurement deviates from the mean is given by the standard deviation.n this case, because the mean is zero and the standard deviation is 1, the Z value is the number of standard deviation units away from the mean, and the area is the probability of observing a value less than that particular Z value.