Perform the above change of variable

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If the random variable X has the mean μ and the standard deviation σ, show that the random variable Z whose values are related to those of X by means of the equation

A distribution that has the mean 0 and the variance 1 is said to be in standard form, and when we perform the above change of variable, we are said to be standardizing the distribution of X.

Reference no: EM131129504

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