Z-Score Calculator
A z-score says how many standard deviations a value is from the mean. A z of 2 means two standard deviations above the mean, higher than about 97.7% of values.
From z to p-value
How to use it
- Type the value, the mean and the standard deviation.
- Read the z-score and the percentile.
- Or type a z-score to get the p-values.
Frequently asked questions
What is the z-score formula?
z = (x − μ) / σ, where x is the value, μ the mean and σ the standard deviation. A negative z means the value is below the mean.
What is a p-value?
In a z-test, the p-value is the probability of a result at least as extreme as the one observed if the null hypothesis is true. Two-tailed tests count both tails; a common threshold is 0.05, which matches |z| = 1.96.
How do I turn a z-score into a percentile?
The percentile is the area to the left of z under the standard normal curve, Φ(z), times 100. A z of 0 is the 50th percentile, 1 is about the 84th and −1 about the 16th.
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