When to use a z-score
Standardize a value when you need to compare it across different distributions (e.g. an SAT score vs an ACT score), find its percentile, or decide whether it is unusually extreme. Z-scores require the population mean and standard deviation; if you only have a sample and must estimate σ, a t-test (and the t-distribution) is the honest choice.
How to interpret it
Under a normal distribution, about 68% of values fall between z = ±1, 95% between ±2, and 99.7% between ±3 (the empirical rule). Convert a z to a percentile with the z-table or the normal distribution calculator.
Worked example
A test has μ = 500 and σ = 100. A score of 680 gives z = (680−500)/100 = 1.8, which falls at about the 96th percentile — higher than roughly 96% of test-takers. Enter x, μ, and σ above to get z and its percentile.
Percentile to z-score (and back)
For a normal distribution, a person at the 20th percentile has a z-score of about −0.84: they sit 0.84 standard deviations below the mean. Common conversions (computed with SciPy):
| Percentile | 1st | 5th | 10th | 20th | 25th | 50th | 75th | 80th | 90th | 95th | 99th |
|---|---|---|---|---|---|---|---|---|---|---|---|
| z-score | −2.326 | −1.645 | −1.282 | −0.842 | −0.674 | 0 | 0.674 | 0.842 | 1.282 | 1.645 | 2.326 |
Going the other way: z = −1 is the 15.9th percentile, z = 1 the 84.1th, z = 1.5 the 93.3th and z = 2 the 97.7th. For any other value use the z-table or the normal distribution calculator.
Common mistakes
- Using sample statistics as if they were population parameters — with estimated σ and small n, use the t-distribution instead.
- Assuming the data is normal — percentiles from a z-score are only valid under (approximate) normality.
- Dropping the sign — a negative z means below the mean; it matters for one-tailed questions.