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The Standard Normal Distribution Calculator, Ex

The standard normal distribution, or z-distribution, has a mean of 0 and a standard deviation of 1, allowing for the standardization of any normal distribution through z scores. This standardization facilitates the calculation of probabilities and comparisons across different data sets. The document also explains how to calculate z scores, use z tables for probability assessments, and perform z tests to determine statistical significance.

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0% found this document useful (0 votes)
27 views2 pages

The Standard Normal Distribution Calculator, Ex

The standard normal distribution, or z-distribution, has a mean of 0 and a standard deviation of 1, allowing for the standardization of any normal distribution through z scores. This standardization facilitates the calculation of probabilities and comparisons across different data sets. The document also explains how to calculate z scores, use z tables for probability assessments, and perform z tests to determine statistical significance.

Uploaded by

benjietumbaga29
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© © All Rights Reserved
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# Table of contents

The Standard Normal


Distribution | Calculator,
Examples & Uses

Published on November 5, 2020 by Pritha Bhandari. Revised


on June 21, 2023.

The standard normal distribution, also called the


z-distribution, is a special normal distribution
where the mean is 0 and the standard deviation is
1.

Any normal distribution can be standardized by


converting its values into z scores. Z scores tell
you how many standard deviations from the mean
each value lies.

Converting a normal distribution into a z-


distribution allows you to calculate the probability
of certain values occurring and to compare
different data sets.

Download the z table

Standard normal distribution


calculator
You can calculate the standard normal distribution
with our calculator below.

Calculate the
standard normal
distribution
standard normal distribution
P(Z < -0.25)

Calculate

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Normal distribution vs the


standard normal distribution
All normal distributions, like the standard normal
distribution, are unimodal and symmetrically
distributed with a bell-shaped curve. However, a
normal distribution can take on any value as its
mean and standard deviation. In the standard
normal distribution, the mean and standard
deviation are always fixed.

Every normal distribution is a version of the


standard normal distribution that’s been stretched
or squeezed and moved horizontally right or left.

The mean determines where the curve is


centered. Increasing the mean moves the curve
right, while decreasing it moves the curve left.

The standard deviation stretches or squeezes the


curve. A small standard deviation results in a
narrow curve, while a large standard deviation
leads to a wide curve.

A (M = 0, SD = 1)

Standard normal distribution

B (M = 0, SD = 0.5)

Squeezed, because SD < 1

C (M = 0, SD = 2)

Stretched, because SD > 1

D (M = 1, SD = 1)

Shifted right, because M > 0

E (M = –1, SD = 1)

Shifted left, because M < 0

Standardizing a normal
distribution
When you standardize a normal distribution, the
mean becomes 0 and the standard deviation
becomes 1. This allows you to easily calculate the
probability of certain values occurring in your
distribution, or to compare data sets with different
means and standard deviations.

While data points are referred to as x in a normal


distribution, they are called z or z scores in the z
distribution. A z score is a standard score that
tells you how many standard deviations away from
the mean an individual value (x) lies:

A positive z score means that your x value is


greater than the mean.
A negative z score means that your x value is
less than the mean.
A z score of zero means that your x value is
equal to the mean.

Converting a normal distribution into the standard


normal distribution allows you to:

! Compare scores on different distributions


with different means and standard
deviations.
! Normalize scores for statistical decision-
making (e.g., grading on a curve).
! Find the probability of observations in a
distribution falling above or below a given
value.
! Find the probability that a sample mean
significantly differs from a known population
mean.

How to calculate a z score


To standardize a value from a normal distribution,
convert the individual value into a z-score:

 Subtract the mean from your individual value.


 Divide the difference by the standard
deviation.

x = individual value
μ = mean
σ = standard deviation

Example: Finding a z score

You collect SAT scores from students in a


new test preparation course. The data
follows a normal distribution with a mean
score (M) of 1150 and a standard deviation
(SD) of 150. You want to find the probability
that SAT scores in your sample exceed
1380.

To standardize your data, you first find the


z score for 1380. The z score tells you how
many standard deviations away 1380 is
from the mean.

Step 1: Subtract the mean from the x value.

x = 1380
M = 1150
x – M = 1380 − 1150 = 230

Step 2: Divide the difference by the


standard deviation.

SD = 150
z = 230 ÷ 150 = 1.53

The z score for a value of 1380 is 1.53. That


means 1380 is 1.53 standard deviations
from the mean of your distribution.

Next, we can find the probability of this


score using a z table.

Use the standard normal


distribution to find probability
The standard normal distribution is a probability
distribution, so the area under the curve between
two points tells you the probability of variables
taking on a range of values. The total area under
the curve is 1 or 100%.

Every z score has an associated p value that tells


you the probability of all values below or above
that z score occuring. This is the area under the
curve left or right of that z score.

Z tests and p values


The z score is the test statistic used in a z test.
The z test is used to compare the means of two
groups, or to compare the mean of a group to a
set value. Its null hypothesis typically assumes no
difference between groups.

The area under the curve to the right of a z score


is the p value, and it’s the likelihood of your
observation occurring if the null hypothesis is true.

Usually, a p value of 0.05 or less means that your


results are unlikely to have arisen by chance; it
indicates a statistically significant effect.

By converting a value in a normal distribution into


a z score, you can easily find the p value for a z
test.

How to use a z table

Once you have a z score, you can look up the


corresponding probability in a z table.

In a z table, the area under the curve is reported


for every z value between -4 and 4 at intervals of
0.01.

There are a few different formats for the z table.


Here, we use a portion of the cumulative table.
This table tells you the total area under the curve
up to a given z score—this area is equal to the
probability of values below that z score occurring.

The first column of a z table contains the z score


up to the first decimal place. The top row of the
table gives the second decimal place.

To find the corresponding area under the curve


(probability) for a z score:

 Go down to the row with the first two digits


of your z score.
 Go across to the column with the same third
digit as your z score.
 Find the value at the intersection of the row
and column from the previous steps.

Example: Using the z distribution to find


probability

We’ve calculated that a SAT score of 1380


has a z score of 1.53. Using the full z table,
we find that for a z score of 1.53, the p
value is 0.937.

This is the probability of SAT scores being


1380 or less (93.7%), and it’s the area under
the curve left of the shaded area.

To find the shaded area, you take away


0.937 from 1, which is the total area under
the curve.

Probability of x > 1380 = 1 − 0.937 = 0.063

That means it’s likely that only 6.3% of SAT


scores in your sample exceed 1380.

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Step-by-step example of
using the z distribution
Let’s walk through an invented research example
to better understand how the standard normal
distribution works.

As a sleep researcher, you’re curious about how


sleep habits changed during COVID-19 lockdowns.
You collect sleep duration data from a sample
during a full lockdown.

Before the lockdown, the population mean was 6.5


hours of sleep. The lockdown sample mean is 7.62.

To assess whether your sample mean significantly


differs from the pre-lockdown population mean,
you perform a z test:

 First, you calculate a z score for the sample


mean value.
 Then, you find the p value for your z score
using a z table.

Step 1: Calculate a z-score


To compare sleep duration during and before the
lockdown, you convert your lockdown sample
mean into a z score using the pre-lockdown
population mean and standard deviation.

x = sample mean
μ = population mean
σ = population standard deviation

A z score of 2.24 means that your sample mean is


2.24 standard deviations greater than the
population mean.

Step 2: Find the p value


To find the probability of your sample mean z
score of 2.24 or less occurring, you use the z table
to find the value at the intersection of row 2.2 and
column +0.04.

The table tells you that the area under the curve
up to or below your z score is 0.9874. This means
that your sample’s mean sleep duration is higher
than about 98.74% of the population’s mean sleep
duration pre-lockdown.

To find the p value to assess whether the sample


differs from the population, you calculate the area
under the curve above or to the right of your z
score. Since the total area under the curve is 1,
you subtract the area under the curve below your
z score from 1.

A p value of less than 0.05 or 5% means that the


sample significantly differs from the population.

Probability of z > 2.24 = 1 − 0.9874 = 0.0126 or


1.26%

With a p value of less than 0.05, you can conclude


that average sleep duration in the COVID-19
lockdown was significantly higher than the pre-
lockdown average.

Other interesting articles


If you want to know more about statistics,
methodology, or research bias, make sure to
check out some of our other articles with
explanations and examples.

" Statistics

Student’s t table
Student’s t distribution
Descriptive statistics
Measures of central tendency
Correlation coefficient
p value

# Methodology

Cluster sampling
Stratified sampling
Types of interviews
Case study
Cohort study
Thematic analysis

$ Research bias

Implicit bias
Cognitive bias
Survivorship bias
Availability heuristic
Nonresponse bias
Regression to the mean

Frequently asked questions


about the standard normal
distribution

What is a normal distribution? %

What is a standard normal distribution? %

What is the empirical rule? %

What is the difference between the t- %

distribution and the standard normal


distribution?

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Pritha Bhandari
Pritha has an academic background in English,
psychology and cognitive neuroscience. As an
interdisciplinary researcher, she enjoys writing
articles explaining tricky research concepts for
students and academics.
Other students also
liked

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The t-distribution is a type of normal distribution that is

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Understanding P values |
Definition and Examples
The p-value shows the likelihood of your data occurring

under the null hypothesis. P-values help determine

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