La Curva Normale standard
Se effettuiamo un cambiamento di variabile, da \(X\) a \(Z\), avremo:
\[ \begin{array}{l} Y = X - \bar{x} \\[3pt] Z = \dfrac{Y}{\sigma_X} \\[3pt] Z = \left( \dfrac{X-\bar{x}}{\sigma_X} \right) \longrightarrow \bar{Z} = 0 \text{ e } \sigma_Z^2 = 1 \\[3pt] f(Z) = \dfrac{1}{\sqrt{2\pi\color{red}{1^2}}}{\sf e}^{-\frac{1}{2}\left( \frac{z-\color{red}{0}}{\color{red}{1}} \right)^2} \\[3pt] f(Z) = \dfrac{1}{\sqrt{2\pi}}{\sf e}^{-\frac{1}{2} \frac{z^2}{2}} \end{array} \]