Question

The variance of any standard normal distribution is________.
a) 0.5.b) -0.5.c) 0.d) 1.

Answer 1

d) 1

Explanation:

The variance of standard normal distribution is simply put as 1.

If you take it a bit further, even though not asked, the mean of a standard normal distribution is 0.

Therefore, the conclusion is that, the variance of a standard normal distribution is 1, while the mean of the same standard normal distribution is 0