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  2. Normal distribution - Wikipedia

    en.wikipedia.org/wiki/Normal_distribution

    If ⁠ ⁠ is a standard normal deviate, then = + will have a normal distribution with expected value ⁠ ⁠ and standard deviation ⁠ ⁠. This is equivalent to saying that the standard normal distribution ⁠ Z {\displaystyle Z} ⁠ can be scaled/stretched by a factor of ⁠ σ {\displaystyle \sigma } ⁠ and shifted by ⁠ μ ...

  3. Standard deviation - Wikipedia

    en.wikipedia.org/wiki/Standard_deviation

    When only a sample of data from a population is available, the term standard deviation of the sample or sample standard deviation can refer to either the above-mentioned quantity as applied to those data, or to a modified quantity that is an unbiased estimate of the population standard deviation (the standard deviation of the entire population).

  4. 68–95–99.7 rule - Wikipedia

    en.wikipedia.org/wiki/68–95–99.7_rule

    For an approximately normal data set, the values within one standard deviation of the mean account for about 68% of the set; while within two standard deviations account for about 95%; and within three standard deviations account for about 99.7%. Shown percentages are rounded theoretical probabilities intended only to approximate the empirical ...

  5. Probability distribution - Wikipedia

    en.wikipedia.org/wiki/Probability_distribution

    Standard deviation: the square root of the variance, and hence another measure of dispersion. Symmetry : a property of some distributions in which the portion of the distribution to the left of a specific value (usually the median) is a mirror image of the portion to its right.

  6. Standard score - Wikipedia

    en.wikipedia.org/wiki/Standard_score

    Comparison of the various grading methods in a normal distribution, including: standard deviations, cumulative percentages, percentile equivalents, z-scores, T-scores. In statistics, the standard score is the number of standard deviations by which the value of a raw score (i.e., an observed value or data point) is above or below the mean value of what is being observed or measured.

  7. Standard normal table - Wikipedia

    en.wikipedia.org/wiki/Standard_normal_table

    Normal distributions are symmetrical, bell-shaped distributions that are useful in describing real-world data. The standard normal distribution, represented by Z, is the normal distribution having a mean of 0 and a standard deviation of 1.

  8. 97.5th percentile point - Wikipedia

    en.wikipedia.org/wiki/97.5th_percentile_point

    In probability and statistics, the 97.5th percentile point of the standard normal distribution is a number commonly used for statistical calculations. The approximate value of this number is 1.96, meaning that 95% of the area under a normal curve lies within approximately 1.96 standard deviations of the mean.

  9. Normal curve equivalent - Wikipedia

    en.wikipedia.org/wiki/Normal_curve_equivalent

    The reason for the choice of the number 21.06 is to bring about the following result: If the scores are normally distributed (i.e. they follow the "bell-shaped curve") then the normal equivalent score is 99 if the percentile rank of the raw score is 99; the normal equivalent score is 50 if the percentile rank of the raw score is 50; the normal ...