What Is a Z-Score?
A z-score (or standard score) quantifies the distance between an individual data point and the distribution mean in units of standard deviation. It standardizes measurements from completely different scales onto a common benchmark.
1. Raw Score to Z-Score Standardization Formula
z=
x − μσ
2. Reverse Transformation (Z-Score to Raw Value)
x=μ + (z × σ)
Step-by-Step Calculation Breakdown (Example: x = 82, μ = 75, σ = 10)
Step 1: Calculate Raw Deviation from Mean (x − μ)
• Raw Difference = 82 − 75 = +7.0
Step 2: Scale Deviation by Standard Deviation (σ)
• z = 7.0 ÷ 10 = +0.7000
Step 3: Evaluate Standard Normal CDF for Percentile Rank
• Φ(0.70) = 75.80% percentile rank
• Upper Tail (Exceedance Probability) = 100% − 75.80% = 24.20%
Standard Z-Score Interpretation Scale
In normal distributions (the 68-95-99.7 Empirical Rule):
- 68.27% of values fall within ±1.0 standard deviation (z between −1 and +1).
- 95.45% of values fall within ±2.0 standard deviations (z between −2 and +2).
- 99.73% of values fall within ±3.0 standard deviations (z between −3 and +3).