The illustration below shows the probabilities that would be obtained for selected Z-scores.
Once you have computed a Z-score, you can look up the probability in a table for the standard normal distribution or you can use the pnorm() function in R. Z scores above the mean are positive and Z scores below the mean are negative. The mean of the standard normal distribution is 0. Z Scores and the Standard Normal DistributionĪ Z score represents how many standard deviations an observation is away from the mean.
