The standard normal distribution is the special case where σ = 1, and all possible normal distributions are parameterized by two parameters: μ (mean) and σ (standard deviation).

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Unidentified Speaker — But what is the Central Limit Theorem? [zeJD6dqJ5lo]

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The special case where sigma equals 1 has a specific name, we call it the standard normal distribution... we have two parameters, one describing the mean, one describing the standard deviation

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But what is the Central Limit Theorem?3Blue1Brown
Created: 8/10/2026, 3:51:19 PM

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