Z-score
When a data set is assumed to be governed by a normal density
function
with parameters
and
,
we say ``it is normally distributed
with mean
and standard deviation
,''
for which we often simply write
.
In particular
we call
the standard normal distribution.
Suppose that a value
in data
is normally distributed with
(here
is also referred to a ``normal random variable'').
Then
Example. Suppose that you scored 650 on SAT in 2000, and 30 on ACT in 2001. The SAT exam in 2000 had mean 500 and standard deviation 100, and the ACT had mean 21 and standard deviation 4.7. How can you compare these scores? Can you say you did it better in 2001?