The Z-Score Formula
z = (x − μ) ÷ σ
Where x is your value, μ (mu) is the mean, and σ (sigma) is the standard deviation. The z-score tells you how many standard deviations your value is from the mean.
Interpreting Z-Scores
- z = 0: Exactly at the mean
- z = 1: One standard deviation above the mean
- z = -2: Two standard deviations below the mean
From Z-Score to Percentile
Assuming a normal (bell-curve) distribution, a z-score can be converted to a percentile using the cumulative distribution function — this calculator uses a well-established polynomial approximation of that function to give an accurate percentile estimate.
Common Applications
- Standardized test score interpretation
- Statistical quality control and process monitoring
- Identifying outliers in a data set