Z-score

Used to standardize data.

The Z-score is a simple calculation that answers the question, “Given a data point, how many standard deviations is it away from the mean?” Negaitve when the value is below the mean and positibe else.

z=\frac{x_i-\mu}{\sigma}

We then know that the Expectation of $z$ is $0$ and the Variance is $1$ . And we know the distribution of $z$ is

F_Z(t)=F_Y(t \sqrt{\mathbb{V}(Y)}+\mathbb{E}(Y))

Alternaviten:

Mean Absolute Deviation