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Mathematics · Statistics

Z-Score & Normal Distribution Calculator — Percentile and Probability

Turn a value into a z-score with the mean and standard deviation, and get the probability below it, above it and its percentile. Find the probability between two values, or go backwards from a percentile (or probability) to the value and z-score — the normal-distribution table, without the table.

Your inputs

Quick start — try a typical case

Use 0 and 1 to work directly with z-scores.

Your result Live

Z-score

2

130 is 2 standard deviations above the mean

Percentile
97.725th — higher than 97.72% of values
P(X < x)
0.97725 (97.725%)
P(X > x)
0.0227501 (2.275%)
P(within ±|z| of the mean)
0.9545 (95.45%)

How this is calculated

z = (x − μ) ÷ σ · P(X < x) = Φ(z) · x = μ + z·σ for a percentile

Φ
Standard normal cumulative distribution

A z-score says how many standard deviations a value is from the mean. On a normal (bell) curve, the area to the left of a z-score is the share of values below it — its percentile. About 68 % of values lie within 1 standard deviation, 95 % within 1.96, and 99.7 % within 3.

Assumptions & sources

  • The data follow a normal distribution.
  1. 1NIST/SEMATECH e-Handbook of Statistical Methods — US National Institute of Standards and Technology
  2. 2Mathematics, Classes 11–12 — Probability and Statistics — NCERT

Calculator ID MATH-ZSCORE-001 · version 1.0.0

Common questions

What does a z-score of 2 mean?

The value is 2 standard deviations above the mean — higher than about 97.7 % of values.

An IQ of 130 is what percentile?

With mean 100 and SD 15, z = 2, so about the 97.7th percentile.

What z-score is the 95th percentile?

1.645 (one-sided); 1.96 cuts off the top and bottom 2.5 % each.