Z-Score Calculator

Calculate z-scores, percentiles, and probabilities for normal distributions

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Formula:

z = (x - μ) / σ

x = μ + (z × σ)

Z-Score

Percentile

%

Better than % of values

Corresponding Raw Score

Z-Score Scale (Normal Distribution)

-4σ -3σ -2σ -1σ μ +1σ +2σ +3σ +4σ
68% (±1σ) 95% (±2σ) 99.7% (±3σ)

Probability (P)

P(X ≤ x)

Right Tail

P(X > x)

Two-Tailed

P(|Z| > |z|)

Step-by-Step Calculation

Common Z-Scores Reference

Z-Score Percentile Interpretation

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About Z-Score Calculator

What is a Z-Score?

A z-score (also called a standard score) measures how many standard deviations a data point is from the mean of a distribution. It allows you to compare values from different normal distributions and find probabilities.

Z-Score Formula:

z = (x - μ) / σ

Where:

  • x = individual value (raw score)
  • μ (mu) = population mean
  • σ (sigma) = population standard deviation
  • z = z-score (standard score)

How to Use This Calculator

Mode 1: Calculate Z-Score

  1. Enter the raw score (x)
  2. Enter the population mean (μ)
  3. Enter the standard deviation (σ)
  4. Get the z-score and corresponding percentile

Mode 2: Find Raw Score from Z-Score

  1. Enter the z-score
  2. Enter the population mean (μ)
  3. Enter the standard deviation (σ)
  4. Get the corresponding raw score

Understanding Z-Scores

Interpretation

  • z = 0: The value equals the mean
  • z > 0: The value is above the mean
  • z < 0: The value is below the mean
  • |z| = 1: The value is 1 standard deviation from the mean
  • |z| = 2: The value is 2 standard deviations from the mean

Common Z-Score Values

Z-Score Percentile Interpretation
-3.0 0.13% Extremely below average
-2.0 2.28% Far below average
-1.0 15.87% Below average
0.0 50.00% Average
+1.0 84.13% Above average
+2.0 97.72% Far above average
+3.0 99.87% Extremely above average

The Empirical Rule (68-95-99.7)

For normally distributed data:

  • 68% of values fall within 1 standard deviation (z between -1 and +1)
  • 95% of values fall within 2 standard deviations (z between -2 and +2)
  • 99.7% of values fall within 3 standard deviations (z between -3 and +3)

Real-World Applications

Education

  • Standardized Tests: SAT, ACT, GRE, and IQ tests use z-scores
  • Grading on a Curve: Teachers use z-scores to normalize test scores

Statistics & Research

  • Hypothesis Testing: Z-tests compare sample means to population means
  • Outlier Detection: Values with |z| > 3 are often considered outliers

Quality Control

  • Six Sigma: Uses z-scores to measure process capability (6σ = 3.4 defects per million)
  • Manufacturing: Identify products outside acceptable tolerances

Finance

  • Risk Assessment: Measure how unusual a return is compared to historical data
  • Credit Scoring: Some credit models use z-score normalization

Frequently Asked Questions

What is a good z-score?

It depends on context. In statistics, z-scores between -2 and +2 are typical (95% of data). In quality control, higher is better. For test scores, above 0 means above average.

Can z-scores be negative?

Yes! A negative z-score means the value is below the mean. A z-score of -1.5 means the value is 1.5 standard deviations below the mean.

What's the difference between z-score and percentile?

A z-score tells you how many standard deviations from the mean. A percentile tells you what percentage of the population scored below that value. They're related through the normal distribution.

When should I use z-scores?

Use z-scores when:

  • Comparing values from different distributions
  • Finding how unusual a value is
  • Standardizing data for analysis
  • Conducting hypothesis tests

What if my data isn't normally distributed?

Z-scores assume normal distribution. For non-normal data, consider using percentile ranks or transforming the data first. The Central Limit Theorem helps when working with sample means.