If X∼N(μ,σ2)X \sim N(\mu, \sigma^2)X∼N(μ,σ2), what is the distribution of the normalized score Z=X−μσZ = \frac{X-\mu}{\sigma}Z=σX−μ?
N(1,0)N(1, 0)N(1,0)
N(0,1)N(0, 1)N(0,1)
χ2(1)\chi^2(1)χ2(1)
U(0,1)U(0, 1)U(0,1)