Z Score

The \(z\)-score of an observation is the number of standard deviations away from the mean it is. Formally, if \(\sigma\) is the standard deviation of the normal distribution, \(\mu\) is the mean of the distribution, and \(x\) is the value, then

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

For more on the \(z\)-score and the normal distribution check out this wiki.