What does a high and a low z-score mean?

1 Answer
Jan 17, 2017

A high z-score means a very low probability of data above this z-score and a low z-score means a very low probability of data below this z-score..

Explanation:

A high z-score means a very low probability of data above this z-score. For example, the figure below shows the probability of z-score above 2.6.

enter image source here

Probability for this is 0.47%, which is less than half-percent. Note that if z-score rises further, area under the curve fall and probability reduces further.

A low z-score means a very low probability of data below this z-score. The figure below shows the probability of z-score below 2.5.

enter image source here

Probability for this is 0.62% and note that if z-score falls further, area under the curve falls and probability reduces further.