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Standard normal deviate

1 See also

A standard normal deviate (or standard normal variable) is a normally distributed random variable with
expected value 0 and variance 1.[1] A fuller term is standard normal random variable. Where collections of
such random variables are used, there is often an associated (possibly unstated) assumption that members of such
collections are statistically independent.

Standard normal table

2 References

Standard normal variables play a major role in theoretical


statistics in the description of many types of model, particularly in regression analysis, the analysis of variance
and time series analysis.

[1] Dodge, Y. (2003) The Oxford Dictionary of Statistical


Terms. OUP. ISBN 0-19-920613-9

When the term deviate is used, rather than variable,


there is a connotation that the value concerned is treated
as the no-longer-random outcome of a standard norm random variable. The terminology here is the same as that
for random variable and random variate. Standard normal deviates arise in practical statistics in two ways.

Given a model for a set of observed data,


a set of manipulations of the data can result in a derived quantity which, assuming
that the model is a true representation of
reality, is a standard normal deviate (perhaps in an approximate sense). This enables a signicance test to be made for the
validity of the model.
In the computer generation of a
pseudorandom number sequence, the
aim may be to generate random numbers
having a normal distribution: these
can be obtained from standard normal
deviates (themselves the output of a
pseudorandom number sequence) by
multiplying by the scale parameter
and adding the location parameter.
More generally, the generation of
pseudorandom number sequence having
other marginal distributions may involve
manipulating sequences of standard
normal deviates: an example here is
the chi-squared distribution, random
values of which can be obtained by
adding the squares of standard normal
deviates (although this would seldom be
the fastest method of generating such
values).
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