Markdown Summary:

The normal distribution is important in statistics and used in natural and social sciences to represent real-valued random variables. The standard normal distribution has a mean of zero and standard deviation of one, often denoted as Z. It represents the percent of the population between 0 and Z. Standard normal distribution occurs when the mean is zero and standard deviation is one. It describes a symmetrical plot of data around the mean value. The standard deviation is a measure of how spread out the data is.