Z-Score Probability Formula:
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The Z-score probability calculation determines the probability that a random variable falls between two values in a normal distribution. It standardizes values to show how many standard deviations they are from the mean.
The calculator uses these formulas:
Where:
Explanation: The calculator first converts your values to Z-scores, then calculates the area under the normal curve between these Z-scores.
Details: Z-scores are fundamental in statistics for comparing different normal distributions, hypothesis testing, and determining probabilities of events.
Tips: Enter your lower and upper bounds, the mean of your distribution, and standard deviation. The calculator will show the corresponding Z-scores and probability between them.
Q1: What does a negative Z-score mean?
A: A negative Z-score indicates the value is below the mean of the distribution.
Q2: What's the probability if Z1 = -1.96 and Z2 = 1.96?
A: Approximately 95%, as this covers 95% of the area under a normal curve.
Q3: Can I use this for non-normal distributions?
A: The calculation assumes normality. For non-normal distributions, other methods may be needed.
Q4: What's the difference between Z-scores and T-scores?
A: T-scores are similar but used when sample sizes are small and population standard deviation is unknown.
Q5: How accurate is this calculator?
A: It provides good approximations for most practical purposes, using a polynomial approximation of the normal CDF.