Standard Normal Z-Score Calculator
Convert a value to a z-score and compute the corresponding standard normal probability. Shows the conversion equation and the result.
Calculator
z = (x - mu) / sigma P(Z < z) = Phi(z) P(Z > z) = 1 - Phi(z) Enter x, mu and sigma to compute z and the probabilities.
Assumptions
- The variable is normally distributed
- The z-score is a dimensionless measure of how far x is from the mean in standard-deviation units