The standard normal distribution is a normal distribution with a mean of 0 and a standard deviation of 1.
It is important for a number of reasons:
1. It allows us to compare values from normal distributions with different values using their Zscores.
2. It makes finding probabilities from a normal distribution easier.
Remember, probabilities for continuous random variables are the area under the probability distribution. You could do this using calculus by taking the integral of the normal curve function. That doesn't look too appealing. The simplest version of this formula is when the mean is 0 and the standard deviation is 1. We still don't want to have to integrate that, but that's why there are tables where people have already done this for most values!
Next: Calculating Zscores and what they mean.
