Z score is done for which type of distribution?
Z score is calculated using a standard normal distribution curve
The distance of a value (x) from the mean () of the curve in units of standard deviation is called "relative deviate or standard normal variate" and is usually denoted by Z. The standard normal deviate or Z is given by the formula:
Z = (x-) /σ; A random variable (x) is said to have been standardized when it has been adjusted so that its mean is zero and its standard deviation is 1. Standardization can be effected by subtracting the mean of x, from x and dividing the resulting difference by σ, the standard deviation of x. Thus (x-) /σis a standardized variable. An important concept of mathematical statistics is that the new variate "Z" like the variate "x" also follows a normal distribution. The mean of the transformed distribution is zero (0), and the standard deviation (σ) is 1.