z-score

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z-score

The z-score defines the deviation of a sample with respect to the mean of a distribution. It is defined by the formula

z = (x-m)/σ

where x is the sample value, m the sample mean, and σ  the standard deviation of the distribution. Therefore z describes the deviation from the mean in number of standard deviations and is positive, when the sample is above the mean, and negative when below.