Add a way to easily get the standard normal distribution.

src/distribution/normal.rs

@@ -51,6 +51,24 @@ impl Normal {
             Ok(Normal { mean, std_dev })
         }
     }
+
+    /// Constructs a new standard normal distribution with a mean of 0
+    /// and a standard deviation of 1.
+    ///
+    ///
+    /// # Examples
+    ///
+    /// ```
+    /// use statrs::distribution::Normal;
+    ///
+    /// let mut result = Normal::standard();
+    /// ```
+    pub fn standard() -> Normal {
+        Normal {
+            mean: 0.0,
+            std_dev: 1.0,
+        }
+    }
 }
 
 impl ::rand::distributions::Distribution<f64> for Normal {
@@ -288,6 +306,15 @@ pub fn sample_unchecked<R: Rng + ?Sized>(rng: &mut R, mean: f64, std_dev: f64) -
     mean + std_dev * ziggurat::sample_std_normal(rng)
 }
 
+
+impl std::default::Default for Normal {
+    /// Returns the standard normal distribution with a mean of 0
+    /// and a standard deviation of 1.
+    fn default() -> Self {
+        Self::standard()
+    }
+}
+
 #[rustfmt::skip]
 #[cfg(all(test, feature = "nightly"))]
 mod tests {
@@ -508,4 +535,17 @@ mod tests {
         test_almost(5.0, 2.0, 10.0, 1e-14, inverse_cdf(0.9937903346742238648330218954258077788721022530769078));
         test_case(5.0, 2.0, f64::INFINITY, inverse_cdf(1.0));
     }
+
+    #[test]
+    fn test_default() {
+        let n = Normal::default();
+
+        n_mean = n.mean().unwrap();
+        n_std  = n.std_dev().unwrap();
+
+        // Check that the mean of the distribution is close to 0
+        assert_almost_eq!(n_mean, 0.0, 1e-15);
+        // Check that the standard deviation of the distribution is close to 1
+        assert_almost_eq!(n_std, 1.0, 1e-15);
+    }
 }