For a sample with mean 0, standard deviation 1...

What would the mean difference and standard deviation be in the difference from 0 between this sample, and data points from a different sample also containing mean 0 and standard deviation 1?



Well the mean difference would be zero. Question is what would the standard deviation from the 0 difference be?



Both samples have 1 million data points lets say

For a sample with mean 0, standard deviation 1...