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Z-Score Calculator

Calculate z-score, percentile, and probability from any normal distribution

Results are estimates for informational purposes only — not professional financial, medical, or legal advice. See how we build and verify our calculators.

Frequently Asked Questions

What is a z-score?

A z-score (standard score) measures how many standard deviations a value is from the mean. z = (x - mean) / standard_deviation. A z-score of 0 means exactly at the mean. z = +1 means 1 standard deviation above mean. z = -2 means 2 standard deviations below mean.

What percentile is a z-score of 1.65?

z = 1.65 corresponds to approximately the 95th percentile. Common z-score to percentile conversions: z=0 → 50th, z=1 → 84th, z=1.28 → 90th, z=1.65 → 95th, z=2 → 97.7th, z=2.33 → 99th, z=3 → 99.87th.

What is the empirical rule (68-95-99.7)?

For normal distributions: 68% of data falls within 1 standard deviation of mean; 95% within 2 standard deviations; 99.7% within 3 standard deviations. A z-score beyond ±3 is very unusual — less than 0.3% of data in a normal distribution.

How do I use z-scores to compare different distributions?

Z-scores standardize data across different scales. Example: a student scored 85 on math (mean=75, SD=8) and 76 on English (mean=70, SD=5). Math z = 1.25, English z = 1.2. Despite lower absolute English score, performance is very similar relative to peers.

What is the difference between z-score and t-score?

Both measure standard deviations from the mean. Z-score: used when population mean and standard deviation are known. T-score: used when estimating from a sample (more common in practice). T-distributions have heavier tails than normal and adjust for small samples. For large samples (n > 30), t and z are nearly identical.

The Empirical Rule (Normal Distribution)

Within 1 SD (z = -1 to +1)68.3% of data
Within 2 SD (z = -2 to +2)95.4% of data
Within 3 SD (z = -3 to +3)99.7% of data
Beyond 3 SDOnly 0.3% of data — very unusual

Z-Score Applications

Standardized testing — compare scores across different tests
Identifying outliers in datasets (|z| > 2 or 3 is suspect)
Quality control — products outside 3 sigma are defective
Medical tests — compare patient values to reference ranges
Finance — z-scores used in Altman Z-Score for bankruptcy prediction
Sports analytics — compare player performance across leagues