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z-Score


The z-score associated with the ith observation of a random variable x is given by

 z_i=(x_i-x^_)/sigma,

where x^_ is the mean and sigma the standard deviation of all observations x_1, ..., x_n.


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Cite this as:

Weisstein, Eric W. "z-Score." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/z-Score.html

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