The mean for the standard normal distribution is zero, and the standard deviation is one. The z-score is a measure of how many standard deviations a particular observation is away from the mean of the distribution. Step 2: Use Unit Normal Table to convert z. For example, if the mean of a normal distribution is five and the standard deviation is two, the value 11 is three standard deviations above (or to the right of) the mean. o What proportion of a normal distribution corresponds to z-scores within 1 standard deviation of the mean. A z-score is measured in units of the standard deviation. The standard normal distribution is a normal distribution of standardized values called z-scores. It is also the upper one-sided N (0, 1) critical value and two-sided N (0, 1) critical value for the significance levels given in columns two and three, respectively.

The fourth column is the N (0, 1) percentile for the percent given in column one.

Recognize the standard normal probability distribution and apply it appropriately Table 2: Critical values (percentiles) for the standard normal distribution.