z-score

Also: standard score

(NL: z-score)

The z-score is a number that indicates how many standard deviations a certain value deviates from the mean.

The z-score of an observation \(x\) from a stochastic variable \(X\) with expectation \(\mu\) and standard deviation \(\sigma\) is given by:

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