Standard Gaussian Random Variable
# Definition
Suppose $(\Omega, \mathcal{M}, \mathbb{P})$ is a Probability Space. If $X \sim \mathcal{N}(0, 1)$, then $X$ is a Standard Gaussian Random Variable.
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Suppose $(\Omega, \mathcal{M}, \mathbb{P})$ is a Probability Space. If $X \sim \mathcal{N}(0, 1)$, then $X$ is a Standard Gaussian Random Variable.