Standard score(z-分数)

The standard score is the signed number of standard deviations by which the value of an observation or data point differs from the mean value of what is being observed or measured.Observed values above the mean have positive standard scores, while values below the mean have negative standard scores. The standard score is a dimensionless quantity obtained by subtracting the population mean from an individual raw score and then dividing the difference by the population standard deviation. This conversion process is called standardizing or normalizing .

Standard scores are also called z-values, z-scores, normal scores, and standardized variables. They are most frequently used to compare an observation to a standard normal deviate, though they can be defined without assumptions of normality.

一个样本值与总体平均数的差再除以标准差的过程。衡量一个数距离平均数有多少个标准差。

If the population mean and population standard deviation are known, the standard score of a raw score x is calculated as

\[z=\frac{x- \mu }{\sigma}\]

\(\mu\) is the mean of the population

\(\sigma\) is the standard deviation of the population

The absolute value of z represents the distance between the raw score and the population mean in units of the standard deviation. z is negative when the raw score is below the mean, positive when above.

Calculating z using this formula requires the population mean and the population standard deviation, not the sample mean or sample deviation. But knowing the true mean and standard deviation of a population is often unrealistic except in cases such as standardized testing, where the entire population is measured.

When the population mean and the population standard deviation are unknown, the standard score may be calculated using the sample mean and sample standard deviation as estimates of the population values.

In these cases, the z score is

\[z=\frac{x-\overline x}{S}\]

where: \(\overline x\) is the mean of the sample,S is the standard deviation of the sample.

z-table

示例:

A professor‘s exam scores are approximately distributed normally with mean 80 and standard deviation 5. Only a cumulative from mean table is available.

\[P(X \le 82)=P(Z \le \frac{82-80}{5}) = P(Z \le 0.40)=0.65542\]

原文地址：https://www.cnblogs.com/black-mamba/p/9435988.html