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z-score calculator

Math & numbers

How unusual is this value?

The z-score and percentile of a value on a normal distribution, the value at a percentile, or the chance between two values.

Find

z-score

2

130 lies 2 standard deviations above the mean; 97.72% of values are lower.

More about the value

Below 130
97.72%
Above 130
2.28%
At least as far from the mean (two-tailed)
4.55%

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Normal distribution

The bell curve with mean 100 and standard deviation 15; the shaded area is the share in the answer.

The z-score and percentile of a value on a normal distribution, the value at a percentile, or the chance between two values.

How to use

  1. Choose what to find: the z-score of a value, the value at a percentile, or the chance between two values.
  2. Enter the mean and standard deviation of the distribution; use 0 and 1 for the standard normal.
  3. Read the answer and the shaded area on the curve; the table lists the values one, two and three standard deviations from the mean.

How it works

A z-score says how many standard deviations a value lies from the mean: z = (x − μ) ÷ σ, where μ is the mean and σ the standard deviation. A positive z is above the mean, a negative one below. On a normal (bell-shaped) distribution the z-score also tells what share of values are lower, its percentile.

That share is the area under the bell curve to the left of z, written Φ(z). For IQ-style scores with mean 100 and standard deviation 15, a score of 130 has z = (130 − 100) ÷ 15 = 2, and Φ(2) ≈ 97.72 %, so about 2.3 % score higher. About 68 % of values lie within one standard deviation of the mean, 95 % within two and 99.7 % within three. The definitions follow the NIST/SEMATECH e-Handbook of Statistical Methods.

The percentages hold only for data that is close to normally distributed. Incomes, waiting times and other skewed data can be far from it, and then a z-score still measures distance from the mean but not the share of values below.

Worked example

What is the z-score of 65 when the mean is 50 and standard deviation is 10?

  1. z = (65 − 50) ÷ 10 = 1.5.

The value is 1.5 standard deviations above the mean.

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Frequently asked questions

What is a good z-score?

It depends on the question. A z-score between −2 and 2 is ordinary; beyond ±2 is unusual (about 5 % of values) and beyond ±3 rare (about 0.3 %).

How do I turn a z-score into a percentile?

Choose z-score, set the mean to 0 and the standard deviation to 1, and enter the z-score as the value. The share below it is the percentile.

What z-score is the 95th percentile?

About 1.645. The value with 97.5 % below it, z ≈ 1.96, is the one used for 95 % confidence intervals, because it leaves 2.5 % in each tail.

Can I use this for a p-value?

Yes, for a z-test: the share above a positive z is the one-tailed p-value, and the two-tailed figure is listed below the answer.

Can a z-score be negative?

Yes. A negative z-score means the value is below the mean. Zero means it equals the mean.

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