Z-Value of a Selected Observation: Definition and Meaning

Z-Value of a Selected Observation

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Question

The z-value of a selected observation, X, from a normal distribution, also known as the normal deviate or the z-score of X, represents:

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Explanation

The z-value of a selected observation, X, from a normal distribution with mean M and standard deviation S equals z = (X-M)/S. The z-value thus represents the distance of X from the mean, in terms ofstandard deviation. Note that the z-value is a distance measure. It does not measure probabilities directly.