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This cheat sheet covers how to use z-scores and the standard normal distribution to compare data values from different normal distributions. Students need these tools to find probabilities, percentiles, and unusual values in statistics problems. A strong understanding of z-scores also helps with sampling distributions and later inference topics. The reference gives a quick way to connect raw scores, standardized scores, and table or calculator probabilities. The main formula is z=xμσz = \frac{x - \mu}{\sigma}, where xx is a data value, μ\mu is the mean, and σ\sigma is the standard deviation. A positive z-score is above the mean, a negative z-score is below the mean, and z=0z = 0 is exactly at the mean. The standard normal distribution has mean 00 and standard deviation 11. Areas under the normal curve represent probabilities, so P(a<Z<b)P(a < Z < b) is found by subtracting cumulative areas.

Key Facts

  • The z-score formula is z=xμσz = \frac{x - \mu}{\sigma} for a population mean μ\mu and population standard deviation σ\sigma.
  • To convert a z-score back to a raw value, use x=μ+zσx = \mu + z\sigma.
  • The standard normal random variable ZZ has mean μ=0\mu = 0 and standard deviation σ=1\sigma = 1.
  • A z-score tells how many standard deviations a value is from the mean, so z=2z = 2 means 22 standard deviations above the mean.
  • For cumulative probability, P(Z<z)P(Z < z) is the area to the left of zz under the standard normal curve.
  • To find an interval probability, use P(a<Z<b)=P(Z<b)P(Z<a)P(a < Z < b) = P(Z < b) - P(Z < a).
  • By symmetry of the standard normal curve, P(Z>z)=P(Z<z)P(Z > z) = P(Z < -z).
  • The empirical rule says about 68%68\% of normal data are within 1σ1\sigma, 95%95\% within 2σ2\sigma, and 99.7%99.7\% within 3σ3\sigma of the mean.

Vocabulary

Z-score
A z-score is a standardized value that tells how many standard deviations a data value is from the mean.
Standard normal distribution
The standard normal distribution is a normal distribution with mean 00 and standard deviation 11.
Cumulative probability
Cumulative probability is the area under a distribution curve to the left of a given value, written as P(Z<z)P(Z < z).
Percentile
A percentile is the percentage of values in a distribution that are at or below a given value.
Normal curve
A normal curve is a symmetric, bell-shaped curve used to model many real data distributions.
Tail area
A tail area is the probability in the far left or far right end of a distribution beyond a selected cutoff.

Common Mistakes to Avoid

  • Using z=μxσz = \frac{\mu - x}{\sigma} instead of z=xμσz = \frac{x - \mu}{\sigma} is wrong because it reverses the sign and changes whether the value is above or below the mean.
  • Forgetting to subtract cumulative areas for an interval is wrong because P(a<Z<b)P(a < Z < b) is not the same as P(Z<b)P(Z < b).
  • Treating a z-score as a probability is wrong because a z-score is a location, while probability is an area under the curve.
  • Using the standard normal table without checking whether it gives left-tail area is wrong because some tables report different area types.
  • Rounding z-scores too early is wrong because small rounding changes can noticeably affect probabilities and percentiles.

Practice Questions

  1. 1 A test has mean μ=75\mu = 75 and standard deviation σ=8\sigma = 8. Find the z-score for a student who scored x=91x = 91.
  2. 2 A normal distribution has μ=120\mu = 120 and σ=15\sigma = 15. What raw value corresponds to z=1.6z = -1.6?
  3. 3 Using a standard normal table or calculator, find P(1.25<Z<0.80)P(-1.25 < Z < 0.80).
  4. 4 A value has z=2.4z = 2.4 in one class and another value has z=2.4z = -2.4 in another class. Explain how their locations compare relative to their own class distributions.