Updated Statistics

Z-Score Calculator

Compute standard scores (z), convert z ↔ percentile, and get probabilities and p-values for the standard normal distribution — including batch tables and dataset-based z-scores.

z = (x − μ) / σ Percentile P-value Batch table

Z-Score, Percentile & Standard Normal Calculator

Pick a mode to calculate z-scores, probabilities, p-values, percentiles, and dataset-based standardization.

What a Z-Score Calculator Measures

A Z-Score Calculator converts a raw number into a standard score that tells you how far that number is from the mean, measured in standard deviations. This single idea makes z-scores one of the most useful tools in statistics: it lets you compare values that come from different scales, different units, or different distributions — as long as standardization is appropriate.

If you’ve ever wondered “Is this result high or low compared to typical values?” a z-score answers that in a consistent way. Instead of saying “75 is 15 points above 60,” you can say “75 is 1.5 standard deviations above the mean.” That statement is comparable across many contexts: exam scores, manufacturing measurements, medical labs, finance returns, and more.

The Z-Score Formula

The standard z-score formula uses three values: the observation x, the mean μ, and the standard deviation σ. The result, z, is dimensionless (it has no units).

Standard z-score
z = (x − μ) / σ

This formula is simple, but it becomes powerful when combined with the standard normal distribution. When you interpret a z-score using the normal curve, you can estimate percentiles, probabilities, and p-values. That’s exactly what this Z-Score Calculator does across its different tabs.

How to Interpret Positive and Negative Z-Scores

Z-scores are signed numbers:

  • z > 0 means the value is above the mean.
  • z < 0 means the value is below the mean.
  • z = 0 means the value equals the mean.

The magnitude of z tells you “how unusual” the value is relative to the spread of the data. For instance, a value with z = 0.25 is very close to the mean, while a value with z = 2.5 is far into the upper tail.

Z-Scores, Percentiles, and the Standard Normal Curve

A key reason people use a Z-Score Calculator is to translate a z-score into a percentile. Under the standard normal distribution, the left-tail CDF is P(Z ≤ z). If that value is 0.95, your z-score is at the 95th percentile (meaning 95% of values lie below it).

This calculator provides:

  • Percentile from z (left-tail probability)
  • Right-tail probability P(Z ≥ z)
  • Two-tailed probability P(|Z| ≥ |z|) commonly used as a two-sided p-value
  • Z from percentile (inverse normal conversion)

One-Tailed vs Two-Tailed P-Values

When z-scores are used in hypothesis testing, the most common follow-up question is “What is the p-value?” The answer depends on your test design:

Probability type Meaning Formula (standard normal) When it’s used
Left-tailed Unusually small values P(Z ≤ z) Testing for decrease / lower-than-expected
Right-tailed Unusually large values P(Z ≥ z) = 1 − P(Z ≤ z) Testing for increase / higher-than-expected
Two-tailed Unusual in either direction P(|Z| ≥ |z|) = 2 × min(CDF, 1−CDF) Two-sided tests where either direction matters

When Z-Scores Are Appropriate

Z-scores are widely used, but interpretation depends on assumptions. If your data is reasonably bell-shaped or your statistic is approximately normal (often due to large-sample theory), mapping z-scores to percentiles and p-values using the standard normal curve is a sensible approximation.

Even when the data is not perfectly normal, z-scores still serve as a useful standardization technique: they help compare values relative to their own distribution’s center and spread. In machine learning and analytics, standardization is common for features with different units and scales.

Sample vs Population Standard Deviation

If you compute z-scores from a dataset, you need a standard deviation. There are two common versions:

  • Population SD divides by n and is used when your dataset is the full population of interest.
  • Sample SD divides by (n−1) and is used when your dataset is a sample and you want an unbiased variance estimate.

The Dataset tab in this Z-Score Calculator lets you choose either option. The resulting z-scores will differ slightly when n is small. As n grows, the difference between sample and population SD becomes negligible.

Batch Z-Scores and Tables

In real work you often don’t want a single z-score — you want a quick conversion table. The Value tab includes a batch input box so you can paste multiple values and instantly get:

  • Each value’s z-score using your chosen mean and standard deviation
  • The percentile under the standard normal curve (P(Z ≤ z))

This is useful for classroom exercises, screening thresholds, standardizing test scores, or quickly comparing how far multiple observations sit from a reference mean.

Outliers and Z-Score Rules of Thumb

Z-scores are commonly used for spotting potential outliers. The basic idea is simple: values far from the mean (measured in SD units) deserve a closer look. While there’s no universal cutoff, common rules of thumb include:

  • |z| ≥ 2: somewhat unusual (about 5% outside under perfect normality)
  • |z| ≥ 3: very unusual (about 0.3% outside under perfect normality)

These are guidelines, not laws. In some contexts (quality control, anomaly detection), you might use stricter or looser thresholds depending on the cost of false alarms and missed detections.

Common Examples Where Z-Scores Help

  • Education: comparing test results across different exams or classes
  • Healthcare: standard scores for lab results (where applicable)
  • Manufacturing: tracking measurements relative to a process mean and SD
  • Finance: standardizing returns or signals for comparison
  • Data science: feature scaling and anomaly screening

Tips for Using This Z-Score Calculator Correctly

To avoid wrong interpretations, keep these points in mind:

  • Make sure σ > 0. A standard deviation of zero means all values are identical and z-scores are undefined.
  • Percentiles and p-values use the standard normal curve — use them when that approximation makes sense for your situation.
  • If you are analyzing a dataset, choose sample vs population SD based on how your data was collected and how you want to describe variability.
  • For hypothesis testing, confirm whether your question is one-tailed or two-tailed before selecting a p-value.

FAQ

Z-Score Calculator – Frequently Asked Questions

Quick answers about z-scores, percentiles, standard normal probabilities, and p-values.

A z-score (standard score) measures how many standard deviations a value is above or below the mean. It standardizes values so different scales can be compared.

The formula is z = (x − μ) / σ, where x is the value, μ is the mean, and σ is the standard deviation.

A negative z-score means the value is below the mean. For example, z = −1.2 means the value is 1.2 standard deviations below the mean.

Use the standard normal distribution (Z-table/CDF). The percentile is 100 × P(Z ≤ z). This calculator computes it automatically.

Convert percentile to probability p (0–1), then use the inverse standard normal function to find z where P(Z ≤ z) = p.

A one-tailed p-value measures probability in one direction (left or right tail). A two-tailed p-value measures probability in both tails: P(|Z| ≥ |z|).

Use population standard deviation when you have the entire population. Use sample standard deviation (n−1) when your data is a sample and you’re estimating variability.

Yes. Converting values to z-scores is a standardization method that rescales data to mean 0 and standard deviation 1.

Often, yes. Large |z| values indicate unusually far-from-mean points. Common rule-of-thumb cutoffs are |z| ≥ 2 or |z| ≥ 3 depending on context.

This calculator uses standard normal approximations for CDF and inverse CDF. For highly non-normal data or small-sample inference, use methods designed for your specific distribution and assumptions.