z-score


A z-score (aka, a standard score) indicates how many standard deviations an element is from the mean. A z-score can be calculated from the following formula.

z = (X - μ) / σ

where z is the z-score, X is the value of the element, μ is the population mean, and σ is the standard deviation.

Here is how to interpret z-scores.

  • A z-score less than 0 represents an element less than the mean.
  • A z-score greater than 0 represents an element greater than the mean.
  • A z-score equal to 0 represents an element equal to the mean.
  • A z-score equal to 1 represents an element that is 1 standard deviation greater than the mean; a z-score equal to 2, 2 standard deviations greater than the mean; etc.
  • A z-score equal to -1 represents an element that is 1 standard deviation less than the mean; a z-score equal to -2, 2 standard deviations less than the mean; etc.
  • If the number of elements in the set is large, about 68% of the elements have a z-score between -1 and 1; about 95% have a z-score between -2 and 2; and about 99% have a z-score between -3 and 3.

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z分數(z-score),也叫標准分數(standard score),標准化變量,是一個數與平均數的差再除以標准差的過程。在統計學中,標准分數是一個觀測或數據點的值高於被觀測值或測量值的平均值的標准偏差的符號數。
z分數可以回答這樣一個問題:"一個給定分數距離平均數多少個標准差?"在平均數之上的分數會得到一個正的標准分數,在平均數之下的分數會得到一個負的標准分數。 z分數是一種可以看出某分數在分布中相對位置的方法。
 
z分數能夠真實的反應一個分數距離平均數的相對標准距離。如果我們把每一個分數都轉換成z分數,那么每一個z分數會以標准差為單位表示一個具體分數到平均數的距離或離差。將成正態分布的數據中的原始分數轉換為z分數,我們就可以通過查閱z分數在正態曲線下面積的表格來得知平均數與z分數之間的面積,進而得知原始分數在數據集合中的百分等級。一個數列的各z分數的平方和等於該數列數據的個數,並且z分數的標准差和方差都為1.平均數為0.
 
z分數常用於標准化考試的z - test——模擬學生的t檢驗,而不是估計其參數。由於了解整個總體的情況很復雜,所以t檢驗被廣泛應用。
此外,標准分數可用於計算預測區間  。一個預測區間[L,U],由一個較低的端點指定的L和一個上端點指定的U組成,這是一個區間,未來的觀察值X將在高概率γ伽瑪的區間內,即
 
對於標准分數Z(X),給出:
   
通過確定z分數,
 
它遵循:
 


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