The Standard Unit Normal and Probability Computations

It is often helpful to work with a “standard unit normal” distribution, which is a Gaussian with zero mean and unit standard deviation. It is possible to transform other normal distributions into this standard form, through a simple mean-centering and scaling procedure, after which it is easy to compute probabilities. For example, if I want to know what percentile my height is in the USA, I could first transform the normal distribution of heights to standard unit normal, and then see where my transformed height lies. This will allow me to easily compute various quantities.

This video was produced at the University of Washington, and we acknowledge funding support from the Boeing Company

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00:00 Intro
02:53 The Standard Unit Normal
05:57 Defining the CDF
10:24 The Standard Deviation
12:17 Example: 400 Coins
16:09 Outro