There are two steps in
a random variable
X
: Subtract the mean of
X
from
X,
then divide that result by the standard deviation of
X
. If we have a list of observations on a normal random variable,
X,
we subtract the mean from each observation to get a list of deviations from the mean, then divide each deviation by the standard deviation. The result is the standard normal random variable,
Z.
(
Z
is the conventional symbol for a standard normal random variable.) If we have
X
~
N
(μ,σ
2
) (read “
X
follows the normal distribution with parameters μ and σ
2
”), we standardize it using the formula
(Institute 548)
Institute, CFA. 2018 CFA Program Level I Volume 1 Ethical and Professional Standards and Quantitative Methods. CFA Institute, 07/2017. VitalBook file.
Equation (4)
Z = (X – μ)/σ
(Institute 548)
Institute, CFA. 2018 CFA Program Level I Volume 1 Ethical and Professional Standards and Quantitative Methods. CFA Institute, 07/2017. VitalBook file.
我的问题是:为什么把一个正态分布的取值减去均值再除以标准差就是标准化了?