A normal distribution is determined by two parameters the mean and the variance. **A normal distribution with a mean of 0 and a standard deviation of 1 is called a standard normal distribution.**

One important phenomena of a normal distribution is that it retains the normal shape throughout, unlike other probability distributions that change their properties after a transformation. For a Normal Distribution:

- Product of two Normal Distribution results in a Normal Distribution
- The Sum of two Normal Distributions is a Normal Distribution
- Convolution of two Normal Distribution is also a Normal Distribution
- Fourier Transformation of a Normal Distribution is also Normal

A normal distribution is determined by two parameters the mean and the variance. **A normal distribution with a mean of 0 and a standard deviation of 1 is called a standard normal distribution.**