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If a random variable X has a Normal distribution with mean m and standard deviation s, then

z = (X - m)/s

has a Standard Normal distribution. That is, Z has a Normal distribution with mean 0 and standard deviation 1.

Probabilities for a general Normal distribution are extremely difficult to obtain but values for the Standard Normal have been calculated numerically and are widely tabulated. The z-transformation is, therefore, used to evaluate probabilities for Normally distributed random variables.

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Q: What is the z value for a normal distribution?
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In a standard normal distribution what z value corresponds to 17 percent of the data between the mean and z value?

z = ±0.44


What is the z value such that 50 percent of the total area lies to the right of the curve in a normal distribution?

The Z value is 0.


Can a z score be a negative value?

Yes. However, because the distribution is symmetric about 0, some tables give only positive values for z.


What proportion of a normal distribution is located between the two z scores -1.25 and 1.25?

Approx 78.88 % Normal distribution tables give the area under the normal curve between the mean where z = 0 and the given number of standard deviations (z value) to its right; negative z values are to the left of the mean. Looking up z = 1.25 gives 0.3944 (using 4 figure tables). → area between -1.25 and 1.25 is 0.3944 + 0.3944 = 0.7888 → the proportion of the normal distribution between z = -1.25 and z = 1.25 is (approx) 78.88 %


What is the distribution of absolute values of a random normal variable?

It is the so-called "half-normal distribution." Specifically, let X be a standard normal variate with cumulative distribution function F(z). Then its cumulative distribution function G(z) is given by Prob(|X| < z) = Prob(-z < X < z) = Prob(X < z) - Prob(X < -z) = F(z) - F(-z). Its probability distribution function g(z), z >= 0, therefore equals g(z) = Derivative of (F(z) - F(-z)) = f(z) + f(-z) {by the Chain Rule} = 2f(z) because of the symmetry of f with respect to zero. In other words, the probability distribution function is zero for negative values (they cannot be absolute values of anything) and otherwise is exactly twice the distribution of the standard normal.

Related questions

In a standard normal distribution what z value corresponds to 17 percent of the data between the mean and z value?

z = ±0.44


What is the z value such that 50 percent of the total area lies to the right of the curve in a normal distribution?

The Z value is 0.


Can a z score be a negative value?

Yes. However, because the distribution is symmetric about 0, some tables give only positive values for z.


For a normal distribution what z-score value separates the lowest 10 percent of the scores from the rest of the distribution?

-1.28


What value of Z from the standard normal distribution has an area probability to the right equal to 0.0643?

z = 1.52 (approx)


In the Standard Normal Distribution 2.5 of the data lies above the standardized value of z?

No, they do not.


How do you find z score in first quartile?

Provided the distribution is Normal, the z-score is the value such that the probability of observing a smaller value is 0.25. Thus z = -0.67449


What percent of the Z value are positive?

The standard Normal distribution is symmetric about 0 and so 50% of the Z values are positive.


How do you graph normal distribution?

Tables of the cumulative probability distribution of the standard normal distribution (mean = 0, variance = 1) are readily available. Almost all textbooks on statistics will contain one and there are several sources on the net. For each value of z, the table gives Φ(z) = prob(Z < z). The tables usually gives value of z in steps of 0.01 for z ≥ 0. For a particular value of z, the height of the probability density function is approximately 100*[Φ(z+0.01) - Φ(z)]. As mentioned above, the tables give figures for z ≥ 0. For z < 0 you simply use the symmetry of the normal distribution.


Define p-value vs - z score?

The p-value is the probability of any event or the level of significance for any statistical test. The z-score is a transformation applied to a Random Variable with any Normal distribution to the Standard Normal distribution.


Find z score for normal distribution for 50th percentile?

Answer: 0 The z score is the value of the random variable associated with the standardized normal distribution (mean = 0, standard deviation =1). Now, the median and the mean of a normal distribution are the same. The 50 percentile z score = the median = mean = 0.


Is it true or false that The area under a normal distribution curve is always positive even if the z value is negative?

It is true. Because the normal distribution is above the horizontal axis for all values, the area under it is a positive quantity no matter the z value.