$X$ is normal with mean $\mu$ and standard deviation $\sigma$. Which of these has the standard normal distribution?

Explanation

1. 01

   Subtracting $\mu$ moves the mean to 0; dividing by $\sigma$ makes the standard deviation 1.

2. 02

   So $Z = \frac{X - \mu}{\sigma}$ has mean 0 and standard deviation 1.