The variance of the standard normal distribution is equal to
To find the variance of the standard normal distribution, we can use the definition of variance as the average of the squared differences from the mean.
1. The standard normal distribution has a mean of 0 and a standard deviation of 1.
2. Recall that the variance is the square of the standard deviation.
3. Since the standard deviation of the standard normal distribution is 1, the variance would be the square of 1, which is 1.
So, the variance of the standard normal distribution is equal to 1.