Final answer:
The value of the standard normal random variable z₀ can be found using z-scores, which indicate the number of standard deviations a value is above or below the mean of the standard normal distribution.
Step-by-step explanation:
The value of the standard normal random variable z₀ such that:
- A) z₀ = 0: The z-score for this value is 0, which means it is at the mean of the standard normal distribution.
- B) z₀ = 1: The z-score for this value is 1, which means it is 1 standard deviation above the mean.
- C) z₀ = -1: The z-score for this value is -1, which means it is 1 standard deviation below the mean.
- D) z₀ = 2: The z-score for this value is 2, which means it is 2 standard deviations above the mean.