Rescaling the Normal Distribution to Mean Zero and Variance One @Eigensteve

Uploaded May 2025 | Updated September 2026, 2 weeks ago

The normal distribution is a cornerstone of probability, especially given that the sum of distributions tends to converge to a normal. Rescaling a normal distribution with an arbitrary mean and standard deviation to the "unit normal" distribution with mean zero and standard deviation 1 is an important step in computing probabilities.

This video was produced at the University of Washington, and we acknowledge funding support from the Boeing Company

%%% CHAPTERS %%%
00:00 Intro
01:22 Why Rescale
05:02 Deriving the Normal Rescaling Function
08:50 Outro

Rescaling the Normal Distribution to Mean Zero and Variance One

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