Question:

What is the mean of a standard normal distribution (Z-score)?

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For a \textbf{standard normal distribution}: Mean \( \mu = 0 \) and Standard Deviation \( \sigma = 1 \).
Updated On: Mar 17, 2026
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The Correct Option is B

Solution and Explanation

Concept: A standard normal distribution is a special type of normal distribution that has been standardized so that its mean and standard deviation are fixed. Key characteristics of a standard normal distribution:
  • Mean \( \mu = 0 \)
  • Standard deviation \( \sigma = 1 \)
Z-scores indicate how many standard deviations a value is from the mean.
Step 1: Identify the mean of the standard normal distribution.} By definition, the standard normal distribution has a mean equal to \(0\). Therefore, the center of the Z-distribution is zero. Hence, the correct answer is 0.
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