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The random variable Z denotes a standard normal random​ variable, Upper Z tilde Upper N left...

The random variable Z denotes a standard normal random​ variable, Upper Z tilde Upper N left parenthesis 0 comma 1 right parenthesis. What is the standard deviation of​ Z?

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Answer #1

Z is standard normal variable.

Z has standard normal distribution with mean = 0 and variance = 1

Z ~ N(0, 1)

Standard deviation is nothing but square root of variance.

Standard deviation of Z is 1.

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