σ = 0 means perfection
If every value is identical, σ collapses to zero. In that world, z-scores are undefined—there’s no “spread” to measure.
Tip: After calculating, use x→z and z→x for one-off conversions.
Mean: \( \bar{x} = \dfrac{1}{N}\sum_{i=1}^{N} x_i \)
Population variance: \( \sigma^2 = \dfrac{1}{N}\sum (x_i - \bar{x})^2 \), Standard deviation: \( \sigma = \sqrt{\sigma^2} \)
Sample variance: \( s^2 = \dfrac{1}{N-1}\sum (x_i - \bar{x})^2 \), Standard deviation: \( s = \sqrt{s^2} \)
Z-score (using chosen σ): \( z = \dfrac{x - \bar{x}}{\sigma} \)
If σ = 0 (all values equal), z-scores are undefined. We’ll flag that gently instead of shouting 😌.
Standard deviation measures how spread out your data are around the mean. A small standard deviation (σ) means most values sit close to the average; a large σ means the data are more dispersed.
A z-score tells you how many standard deviations a value sits above or below the mean: \( z = \dfrac{x-\bar{x}}{\sigma} \). In normally distributed data, the 68–95–99.7 rule applies.
If \( \bar{x}=70 \) and \( \sigma=4 \), then for \( x=76 \), \( z=(76-70)/4=1.5 \) — about the 93rd percentile under a normal model.
Map z-scores to percentiles with the normal CDF (e.g., z=0 → 50th, ±1 → 84th/16th, ±2 → 97.5th/2.5th).
If every value is identical, σ collapses to zero. In that world, z-scores are undefined—there’s no “spread” to measure.
Sampling error often shrinks with 1/√N. Double your sample, your standard error drops ~30%—why big datasets feel steadier.
In a normal curve, about 5% of points live beyond ±2σ. Outliers happen naturally; context decides if they’re anomalies or signals.
Add independent z-scores (as squared sums) for combined uncertainty: \(z_\text{total} = \sqrt{z_1^2 + z_2^2}\) in many detection problems.
Using sample σ (N−1) vs population σ (N) changes every z. Pick the divisor first—then interpret the scores.