To this point, we have been using 'X' to denote the variable of interest (e.g., X=BMI, X=height, X=weight). For the standard normal distribution, 68% of the observations lie within 1 standard deviation of the mean 95% lie within two standard deviation of the mean and 99.9% lie within 3 standard deviations of the mean. The standard normal distribution is centered at zero and the degree to which a given measurement deviates from the mean is given by the standard deviation. The standard normal distribution is a normal distribution with a mean of zero and standard deviation of 1.