A z-score measures how many standard deviations a value is from the mean. It is the foundation of statistical inference, allowing you to convert any normal distribution into a standardized scale where you can find probabilities using a universal normal table or calculator.

The Formula

z = (x - ฮผ) / ฯƒ

Where:

  • x = the value you're evaluating
  • ฮผ (mu) = population mean
  • ฯƒ (sigma) = population standard deviation

A z-score of 0 means the value equals the mean. Positive z-scores are above the mean; negative z-scores are below. The magnitude tells you the distance in standard deviations.

Worked Example

A college entrance exam has mean 500 and standard deviation 100. You score 650. What is your z-score?

z = (650 - 500) / 100 = 150 / 100 = 1.5

Your score is 1.5 standard deviations above the mean. Using the standard normal table, P(z โ‰ค 1.5) โ‰ˆ 0.9332, meaning about 93.32% of test-takers scored below you.

Using Z-Score Tables

After calculating z, you look up its probability in a standard normal table, which gives cumulative probabilities P(Z โ‰ค z). Tables show:

  • One-tailed probabilities: P(Z โ‰ค z) or P(Z โ‰ฅ z)
  • Two-tailed probabilities: useful for confidence intervals and hypothesis tests

For example, z = 1.96 corresponds to P(Z โ‰ค 1.96) โ‰ˆ 0.975. The area in both tails beyond z = ยฑ1.96 is 0.05, which is why 1.96 is the critical value for 95% confidence intervals.

Common Z-Score Cutoffs

Z-ScoreCumulative ProbabilityPercentile
-30.00130.13th
-20.02282.28th
-10.158715.87th
00.500050th
10.841384.13th
20.977297.72nd
30.998799.87th

When to Use

Z-scores are essential for:

  • Comparing values from different distributions
  • Finding probabilities using the normal distribution
  • Identifying outliers (usually |z| > 3)
  • Hypothesis testing and confidence intervals
  • Standardizing test scores

Tips

Z-scores only work for normally distributed data. If your distribution is severely skewed or has heavy tails, z-scores will be misleading. Also, remember the difference between z (population parameter) and t (sample statistic) โ€” use z when ฯƒ is known, t when you estimate it from the sample.

Use our Z-Score Calculator to convert scores to z-scores and find probabilities instantly.