Distribution of z-scores
Calculating a z-score from a value, x, is called standardising it.
standardised value, | ![]() |
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If X has a normal distribution, then Z has a standard normal distribution with mean µ = 0 and standard deviation σ = 1.
Probabilities for the standard normal distribution
After translating a probability about X into one about a z-score, it is easier to evaluate it.
Areas under the standard normal curve can be evaluated in Excel and most statistical programs. Statistical tables can also be used (see later).