Converts the normal random variable into the standard normal random variable.
This allows us to rephrase statements concerning the normal distribution in terms of the standard normal distribution. This methods works in the following way. Given a normal distribution (i.e. the mean and variance are known), then the probability of an point lying within the interval [a,b], of the normal distribution can be evaluated by evaluating the probability of a points lying in the interval [f(a), f(b)] of the standard normal probability distribution. Where the function `f' is this convertion method.
Exception Type | Condition |
---|---|
NormalProbabilityDistributionException | Thrown when the variance of the normal probability distribution is equal to zero. |
StandardNormalProbabilityDistribution Class | ProbabilityDistributions Namespace