Z-Score Calculator
Z-scores, percentiles and p-values, and z from a percentile, with a bell curve.
About this tool
Start from a raw value with its mean and standard deviation, from a z-score, or from a percentile. The calculator shows the z-score, the percentile, the left-tail, right-tail and two-tailed probabilities and, given a mean and standard deviation, the matching raw value. A normal curve shades the area below your z.
What a z-score tells you
A z-score measures how many standard deviations a value lies from the mean: z = (x โ ฮผ) รท ฯ. That puts scores from different scales on a common footing. On an IQ scale with a mean of 100 and a standard deviation of 15, a score of 130 is z = 2. For normally distributed data, z converts to a percentile through the normal cumulative distribution, so z = 2 is higher than about 97.7% of values. In hypothesis testing, z converts to a p-value. The two-tailed p-value is the chance of a result at least that extreme in either direction, so z = 1.96 gives the familiar p = 0.05. One-tailed tests use a single tail. Working backwards, the 95th percentile is z โ 1.645, and the middle 95% of a normal distribution lies within ยฑ1.96 standard deviations. Honest limits: these conversions assume the data follow a normal distribution, and heavily skewed data, such as incomes, need other methods. The standard deviation calculator finds ฮผ and ฯ from raw data, the confidence interval calculator builds ranges and the A/B test calculator applies the same ideas to experiments. Standard deviation explained: what it measures, how it's calculated, and the 68โ95โ99.7 rule explains the spread.
Frequently asked questions
How do I calculate a z-score?
Subtract the mean from the value and divide by the standard deviation: z = (x โ ฮผ) รท ฯ. For x = 130, ฮผ = 100 and ฯ = 15, z = 2.
What percentile is a z-score of 1?
About the 84th percentile: roughly 84.1% of a normal distribution lies below z = 1.
What z-score gives p = 0.05?
z = 1.96 for a two-tailed test, or z = 1.645 for a one-tailed test.
Is my data saved?
No. Everything runs in your browser and nothing is stored or sent.