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Probability and statistics

Z-score (standard score)

How many standard deviations a value is above or below the mean, which lets you compare values from different scales.

z=x−μσ

Calculator

The live calculator needs JavaScript. The worked example below shows the same steps it would.

See it move

557085100115130145x = 130
  • x = 130 is z = 2 standard deviations above the mean.
  • Shaded: 97.7% of a normal distribution lies below x.

What the symbols mean

z
the z-score: positive above the mean, negative below
x
the value
μ
the mean of the distribution
σ
the standard deviation (greater than 0)

When to use it

Use it to compare results measured on different scales (a mark of 72 in one exam against 65 in a harder one), to spot unusual values (|z| > 2 is unusual, |z| > 3 very rare for normal data), and as the first step of every normal-distribution probability. Solving for x turns a z-score back into a raw value, as in "what score is 1.5 standard deviations above the mean?"

Worked example

IQ scores have mean 100 and standard deviation 15. What is the z-score of an IQ of 130? (x = 130, μ = 100, σ = 15)

  1. Start from the formula.

    z=x−μσ
  2. Substitute x = 130, μ = 100, σ = 15 and work it out.

    z=130−10015
    =3015
    =2
  3. x is 2 standard deviations above the mean. If the data are normally distributed, about 97.7% of values lie below it (Φ(z) = 0.9772).

Answer z = 2

Common mistakes

  • Subtracting the wrong way round: x−μ, so values below the mean get negative z-scores.
  • Dividing by the variance instead of the standard deviation.
  • Reading z as a probability. A z-score is a distance; the normal distribution turns it into a probability.