# Table of contents
The Standard Normal
Distribution | Calculator,
Examples & Uses
Published on November 5, 2020 by Pritha Bhandari. Revised
on June 21, 2023.
The standard normal distribution, also called the
z-distribution, is a special normal distribution
where the mean is 0 and the standard deviation is
1.
Any normal distribution can be standardized by
converting its values into z scores. Z scores tell
you how many standard deviations from the mean
each value lies.
Converting a normal distribution into a z-
distribution allows you to calculate the probability
of certain values occurring and to compare
different data sets.
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Normal distribution vs the
standard normal distribution
All normal distributions, like the standard normal
distribution, are unimodal and symmetrically
distributed with a bell-shaped curve. However, a
normal distribution can take on any value as its
mean and standard deviation. In the standard
normal distribution, the mean and standard
deviation are always fixed.
Every normal distribution is a version of the
standard normal distribution that’s been stretched
or squeezed and moved horizontally right or left.
The mean determines where the curve is
centered. Increasing the mean moves the curve
right, while decreasing it moves the curve left.
The standard deviation stretches or squeezes the
curve. A small standard deviation results in a
narrow curve, while a large standard deviation
leads to a wide curve.
A (M = 0, SD = 1)
Standard normal distribution
B (M = 0, SD = 0.5)
Squeezed, because SD < 1
C (M = 0, SD = 2)
Stretched, because SD > 1
D (M = 1, SD = 1)
Shifted right, because M > 0
E (M = –1, SD = 1)
Shifted left, because M < 0
Standardizing a normal
distribution
When you standardize a normal distribution, the
mean becomes 0 and the standard deviation
becomes 1. This allows you to easily calculate the
probability of certain values occurring in your
distribution, or to compare data sets with different
means and standard deviations.
While data points are referred to as x in a normal
distribution, they are called z or z scores in the z
distribution. A z score is a standard score that
tells you how many standard deviations away from
the mean an individual value (x) lies:
A positive z score means that your x value is
greater than the mean.
A negative z score means that your x value is
less than the mean.
A z score of zero means that your x value is
equal to the mean.
Converting a normal distribution into the standard
normal distribution allows you to:
! Compare scores on different distributions
with different means and standard
deviations.
! Normalize scores for statistical decision-
making (e.g., grading on a curve).
! Find the probability of observations in a
distribution falling above or below a given
value.
! Find the probability that a sample mean
significantly differs from a known population
mean.
How to calculate a z score
To standardize a value from a normal distribution,
convert the individual value into a z-score:
Subtract the mean from your individual value.
Divide the difference by the standard
deviation.
x = individual value
μ = mean
σ = standard deviation
Example: Finding a z score
You collect SAT scores from students in a
new test preparation course. The data
follows a normal distribution with a mean
score (M) of 1150 and a standard deviation
(SD) of 150. You want to find the probability
that SAT scores in your sample exceed
1380.
To standardize your data, you first find the
z score for 1380. The z score tells you how
many standard deviations away 1380 is
from the mean.
Step 1: Subtract the mean from the x value.
x = 1380
M = 1150
x – M = 1380 − 1150 = 230
Step 2: Divide the difference by the
standard deviation.
SD = 150
z = 230 ÷ 150 = 1.53
The z score for a value of 1380 is 1.53. That
means 1380 is 1.53 standard deviations
from the mean of your distribution.
Next, we can find the probability of this
score using a z table.
Use the standard normal
distribution to find probability
The standard normal distribution is a probability
distribution, so the area under the curve between
two points tells you the probability of variables
taking on a range of values. The total area under
the curve is 1 or 100%.
Every z score has an associated p value that tells
you the probability of all values below or above
that z score occuring. This is the area under the
curve left or right of that z score.
Z tests and p values
The z score is the test statistic used in a z test.
The z test is used to compare the means of two
groups, or to compare the mean of a group to a
set value. Its null hypothesis typically assumes no
difference between groups.
The area under the curve to the right of a z score
is the p value, and it’s the likelihood of your
observation occurring if the null hypothesis is true.
Usually, a p value of 0.05 or less means that your
results are unlikely to have arisen by chance; it
indicates a statistically significant effect.
By converting a value in a normal distribution into
a z score, you can easily find the p value for a z
test.
How to use a z table
Once you have a z score, you can look up the
corresponding probability in a z table.
In a z table, the area under the curve is reported
for every z value between -4 and 4 at intervals of
0.01.
There are a few different formats for the z table.
Here, we use a portion of the cumulative table.
This table tells you the total area under the curve
up to a given z score—this area is equal to the
probability of values below that z score occurring.
The first column of a z table contains the z score
up to the first decimal place. The top row of the
table gives the second decimal place.
To find the corresponding area under the curve
(probability) for a z score:
Go down to the row with the first two digits
of your z score.
Go across to the column with the same third
digit as your z score.
Find the value at the intersection of the row
and column from the previous steps.
Example: Using the z distribution to find
probability
We’ve calculated that a SAT score of 1380
has a z score of 1.53. Using the full z table,
we find that for a z score of 1.53, the p
value is 0.937.
This is the probability of SAT scores being
1380 or less (93.7%), and it’s the area under
the curve left of the shaded area.
To find the shaded area, you take away
0.937 from 1, which is the total area under
the curve.
Probability of x > 1380 = 1 − 0.937 = 0.063
That means it’s likely that only 6.3% of SAT
scores in your sample exceed 1380.
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Step-by-step example of
using the z distribution
Let’s walk through an invented research example
to better understand how the standard normal
distribution works.
As a sleep researcher, you’re curious about how
sleep habits changed during COVID-19 lockdowns.
You collect sleep duration data from a sample
during a full lockdown.
Before the lockdown, the population mean was 6.5
hours of sleep. The lockdown sample mean is 7.62.
To assess whether your sample mean significantly
differs from the pre-lockdown population mean,
you perform a z test:
First, you calculate a z score for the sample
mean value.
Then, you find the p value for your z score
using a z table.
Step 1: Calculate a z-score
To compare sleep duration during and before the
lockdown, you convert your lockdown sample
mean into a z score using the pre-lockdown
population mean and standard deviation.
x = sample mean
μ = population mean
σ = population standard deviation
A z score of 2.24 means that your sample mean is
2.24 standard deviations greater than the
population mean.
Step 2: Find the p value
To find the probability of your sample mean z
score of 2.24 or less occurring, you use the z table
to find the value at the intersection of row 2.2 and
column +0.04.
The table tells you that the area under the curve
up to or below your z score is 0.9874. This means
that your sample’s mean sleep duration is higher
than about 98.74% of the population’s mean sleep
duration pre-lockdown.
To find the p value to assess whether the sample
differs from the population, you calculate the area
under the curve above or to the right of your z
score. Since the total area under the curve is 1,
you subtract the area under the curve below your
z score from 1.
A p value of less than 0.05 or 5% means that the
sample significantly differs from the population.
Probability of z > 2.24 = 1 − 0.9874 = 0.0126 or
1.26%
With a p value of less than 0.05, you can conclude
that average sleep duration in the COVID-19
lockdown was significantly higher than the pre-
lockdown average.
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Frequently asked questions
about the standard normal
distribution
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Pritha Bhandari
Pritha has an academic background in English,
psychology and cognitive neuroscience. As an
interdisciplinary researcher, she enjoys writing
articles explaining tricky research concepts for
students and academics.
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