Convert a Normal Distribution Data to Standard Normal Distribution – Machine Learning Tutorial

By | December 4, 2020

As to a norm distribution data \(X\), how to convert its distribution to standard normal distribution? In this tutorial, we will introduce you how to do.

What is Normal Distribution?

Normal Distribution looks like image below:

the value of Gaussian Distribution

You can read more detail here:

An Introduction to Gaussian Distribution or Normal Distribution – Machine Learning Tutorial

How to convert a normal distribution data to standard normal distribution?

As to standard normal distribution, it need the mean of \(X\) is 0, the variance of it is 1.

We can do like this:

\[\hat{X}=\frac{X-\mu}{\sigma}\]

where \(\mu\) is the mean value of \(X\), the \(\sigma\) is the standard deviation of \(X\). \(\hat{X}\) will be a standard normal distribution.

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