Z Score Probability Calculator

You can use this Z Score Probability Calculator to derive the left and right tail probabilities associated with a given Z-Score and probability (confidence) level. Simply enter the Z-Score, specify your desired probability level, and our tool will provide you with the corresponding probabilities.

Z-Score Probability Calculator
Z-Score:
Probability Level:
Z-Score:
Left Tail Probability:
Right Tail Probability:

What is a Z-Score?

A Z-Score, often called a standard score, gives us an idea of how far away a specific data point is from the average (mean) of a group of data. Essentially, it tells us how unusual or typical a data value is within the context of the data set.

The Z-Score is calculated as: Z-Score = (individual data point – average of all data points) / standard deviation of all data points

Step-by-step Z-Score Calculation Example

Example Data Set: 5, 7, 8, 9, 10

Step 1: Calculate the mean. The average of our dataset: (5 + 7 + 8 + 9 + 10) divided by 5 = 7.8

Step 2: Calculate the standard deviation. For our data set, the standard deviation is approximately 1.9235.

Step 3: Find the Z-Score for a specific value, let’s say 9. Z-Score = (9 – 7.8) / 1.9235 = 0.6245

This tells us that the value 9 is 0.6245 standard deviations above the mean of our dataset.

Z-Score Probability Calculation

With the Z-Score in hand, we can determine the probability or chance of a data point appearing within our calculated Z-Score. This is essential when identifying how common or rare a certain data point is.

By inputting our Z-Score of 0.6245 into the Z-Score Probability Calculator, we get:

  • Left tail probability: Roughly 73.32%. This means that about 73.32% of the data is below our score of 9.
  • Right tail probability: Roughly 26.68%. This indicates that about 26.68% of the data is above our score of 9.

Z-Score Probability Calculation in Real Life: Case of a School’s Test Scores

Let’s walk through how Z-Scores and their probabilities might be used in the context of a school analyzing its test scores.

1. Scenario:

Imagine a high school wants to understand how its students performed in a national math exam. They’re particularly interested in seeing how a score of 85 stands compared to the scores of all the students in the country.

2. Obtaining National Average and Standard Deviation:

Upon researching, the school finds that the national average for the exam is 75 with a standard deviation of 10. This average is derived from hundreds of thousands of students who took the test across the country.

3. Calculating the Z-Score:

Using the Z-Score formula, they calculate the Z-Score for a score of 85: Z-Score = (85 – 75) / 10 = 1

This means that a score of 85 is one standard deviation above the national average.

4. Using the Z Score Probability Calculator:

Inputting this Z-Score into our calculator, the school finds:

  • Left tail probability: Roughly 84.13%. This implies that a student who scored 85 did better than about 84.13% of all students who took the exam nationwide.
  • Right tail probability: About 15.87%, indicating that only 15.87% of students scored higher than 85.

5. Real-world Implications:

With this analysis, the school can deduce several things:

  • Their students are performing well compared to the national average if many of them scored around or above 85.
  • They can identify areas of improvement by analyzing the subjects or sections where the score was below average.
  • The school can set targeted goals, such as aiming to have more students score within the top 10% nationally in the coming years.