Z-score Calculator Calculate standard scores to compare data points across different distributions — with probability int...
Z-score Calculator
Calculate standard scores to compare data points across different distributions — with probability interpretation and normal distribution visualization.
A Z-score (standard score) indicates how many standard deviations a data point is from the mean of a distribution.
Z-score Formula**:
$$ Z = \frac{X - \mu}{\sigma} $$
Where:
- X = Raw score
- μ = Population mean
- σ = Population standard deviation
Interpretation**:
- Z = 0: Exactly at the mean
- Z > 0: Above the mean
- Z < 0: Below the mean
- |Z| > 2: Unusual value (outside 95% range)
- |Z| > 3: Extreme outlier
⚠️ Avoid these critical errors:
- Using sample SD for population Z-score**: Use population parameters when available
- Non-normal distributions**: Z-scores assume normal distribution for probability interpretation
- Small sample sizes**: Z-scores are less reliable with small samples (n < 30)
- Outliers**: Extreme values can distort mean and SD calculations
- Confusing Z with T**: Use T-scores for small samples with unknown population SD
✅ Best Practices**:
- Always verify your data follows a normal distribution before interpreting probabilities
- Use population parameters when calculating Z-scores for standardized testing
- For small samples, consider using T-distribution instead
- Report both Z-score and raw score for complete context
Z-scores are essential in:
- Education**: Standardized test scores (SAT, ACT, IQ tests)
- Healthcare**: Growth charts, bone density scores, lab test results
- Finance**: Credit scoring, risk assessment, anomaly detection
- Quality Control**: Process monitoring, defect detection
- Research**: Statistical analysis, hypothesis testing
📊 Example Use Cases**:
- Student test score**: Score=85, Mean=75, SD=10 → Z=1.0 (84th percentile)
- Bone density**: T-score=-2.5 → Z=-2.5 (Osteoporosis diagnosis)
- Manufacturing**: Part measurement=10.2mm, Mean=10.0mm, SD=0.1mm → Z=2.0 (Investigate process)
➡️ Single Z-score
"Score=85, mean=75, SD=10" → Z=1.0, 84.13% percentile
➡️ Z to Probability
"Z=1.5, left probability" → 93.32%
➡️ Probability to Z
"95% confidence, two-tailed" → Z=±1.96
➡️ Dataset Z-scores
"Calculate Z-scores for all values in dataset" → Individual Z-scores with statistics
Note: Uses precise normal distribution calculations. Probabilities are accurate to 4 decimal places. For two-tailed probabilities, the calculator returns the critical Z-value for the specified confidence level.