Distributions

Z-Score Calculator

Calculate z-scores to standardize values or find the original value from a z-score. Includes percentile calculations and visual representation.

What is a Z-Score?

A z-score (also called a standard score) tells you how many standard deviations a value is from the mean. It allows you to compare values from different distributions on a standardized scale.

Z-Score Formula

z = (x - μ) / σ

Where:

  • z = z-score
  • x = the value being standardized
  • μ = the mean of the distribution
  • σ = the standard deviation

To find the original value from a z-score:

x = (z × σ) + μ

Interpreting Z-Scores

Z-ScoreMeaning
z = 0Value equals the mean
z > 0Value is above the mean
z < 0Value is below the mean
z = 1Value is 1 SD above mean
z = -2Value is 2 SD below mean

Common Z-Score Benchmarks

  • z = ±1.96 → 95% confidence interval bounds
  • z = ±2.58 → 99% confidence interval bounds
  • z = ±3 → Typical outlier threshold

Applications of Z-Scores

  1. Comparing scores from different tests
  2. Identifying outliers in datasets
  3. Calculating percentiles in normal distributions
  4. Quality control in manufacturing
  5. Standardizing data for statistical analysis
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