Calculate the Z-score for a data point and find the corresponding probability.
| Z-Score | — |
| P (below) | — |
| P (above) | — |
A Z-score tells you how many standard deviations a value is from the mean. Z = (x − μ) / σ. A Z-score of 0 = exactly average. Z = 1.96 corresponds to the 97.5th percentile (used in 95% confidence intervals). The percentages shown assume the data follow a normal (bell-curve) distribution; they do not hold for every dataset. The normal CDF is a numerical approximation (checked against a high-precision calculation for z from -4 to 4, with error under 1e-7).
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