z-Scores
A raw value on its own doesn't tell you whether it is big or small — that depends on the
distribution it came from. A score of 80 is excellent if most people
score 50, but ordinary if most score 78. The
z-score fixes this by measuring a value in units of
standard deviations
from the mean:
z = \frac{x - \mu}{\sigma}.
It answers one question: how many standard deviations is
x away from the mean?
Reading the sign
- z > 0 — the value is above the mean.
- z < 0 — the value is below the mean.
- z = 0 — the value is the mean exactly.
So z = -2 means "two standard deviations below the mean", and
z = 1.5 means "one and a half standard deviations above it". The size
of |z| tells you how unusual the value is — by the empirical rule, a
z beyond \pm 2 is already quite rare.
Comparing across scales
Because a z-score strips away the original units, it lets you compare values from
different distributions. If Ann scores z = 1.5 on a
maths test and Ben scores z = 2.1 on an English test, Ben's result is
the more exceptional one — even though the two tests have different means and spreads. The
higher z-score wins.
Standardising every value this way is exactly the step that turns any normal into the
standard normal N(0,1), with mean
0 and standard deviation 1.
Slide the z-marker
Drag the slider to move the marker to x = z on the standard normal
curve. Read off where it lands: near the centre for small |z|, far out
in a thin tail as |z| grows toward 3.
- z = \dfrac{x - \mu}{\sigma} counts how many standard deviations x sits from the mean.
- z > 0 is above the mean, z < 0 below, z = 0 at the mean.
- z-scores remove the units, so values from different distributions become directly comparable — the higher z is more exceptional.