Z-score

This converts a value from a normal distribution with mean μ and standard deviation σ into a standard normal value Z with mean 0 and standard deviation 1. It is used to look up probabilities in a standard normal table.

Z = \frac{X - \mu}{\sigma}

What the symbols mean

observed value from a normal distribution
mean of the distribution
standard deviation of the distribution (positive)
standardized value (z-score), dimensionless

About this formula

  • FieldStatistics
  • TopicProbability distributions
  • LevelHigh school
  • Also calledstandard score, standardizing a normal variable, z-score formula, standardization formula, standard normal variable, normal distribution standardization
  • SourceWikidata Q1263029

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