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.
z = ±0.44
The Z value is 0.
Yes. However, because the distribution is symmetric about 0, some tables give only positive values for z.
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 %
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.
z = ±0.44
The Z value is 0.
Yes. However, because the distribution is symmetric about 0, some tables give only positive values for z.
-1.28
z = 1.52 (approx)
No, they do not.
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
The standard Normal distribution is symmetric about 0 and so 50% of the Z values are positive.
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.
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.
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.
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.