Remember that the unit of Z-score is, and Z-score is negative if. Then, we divide the result by to have as the unit of our distance. A positive value indicates that x is on the right of, while a negative one infers that x is on the left of. x – ) to get the distance (with sign) from to x. To calculate Z-score of x, first, we subtract from x (i.e. The sample data point we take has value x = 9.5. įor example, suppose we have a Normal distribution with = 2 and = 5.
The z-score of x represents the direction and distance from to x, with unit. We take a data point from this distribution, let’s call the value taken is x. Well, good enough! From the 4 terms in the title of this post, now we remain with only Z-score and Z-test.Īssume we have a Normal distribution with mean and standard deviation (called std or sigma). As Z-test uses Normal distribution, Z-distribution is effectively Normal distribution. The name Z-distribution is used as a convention because other tests, like T-test or F-test, also have their own T-distribution and F-distribution.
