Which one of the following statements is incorrect with regard to the normal probability distribution?
- A. The mean of the normal distribution can be any numerical value i.e., negative, zero or positive.
- B. The Z-score of a mean of a normal probability distribution is one.
- C. The area to right of mean of a standard normal distribution is 0.5 and the area left of the mean of a standard normal distribution is also 0.5.
- D. 95.4% of the values of a normal random variable are within ±2 standard deviations of the mean.
- E. The smaller the value of the standard deviation, the narrow and steeper the curve.
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