Lesson 5 — Probability & Z-scores
How likely is something to happen — and how do we score one data point against an entire distribution?
The likelihood of an event, expressed as a number from 0 to 1.
A z-score tells us how far a data point is from the mean, measured in standard deviations.
Positive z = above the mean | Negative z = below the mean | z = 0 is exactly the mean
Golden retrievers: mean height = 24″, SD = 2″. Rhonda is 30″.
A z-score of 3 means Rhonda is taller than ~99.9% of golden retrievers.
A z-score table converts any z-score into a probability (p-value).
Higher z-score = rarer value = smaller p-value. Z-scores of 4+ have p-values of 0.00003 or less.
Everything we now know about how special Rhonda is:
Bonus — Other distributions
Different tests use different distributions — same idea, different shapes.