Standardize, Probability Density, Random Variable, Python, Statistics.
function of z = φ(x). (5a) Given the equation (5), and substituting x we can write (6) Differentiating we can get to the definition of f(•) the Probability Density Function (PDF) of Z (7) The new r.v. Z will have mean μ=0 and variance σ²=1 because (8) (9) The asymmetry γ₁ and the kurtosis γ₂ of Z