Normal score

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The term normal score is used with two different meanings in statistics. However, each of them relates to assigning alternative values to data points within a dataset, with the broad intention of creating data values than might have arisen fropm a standard (zero mean, unit variance) normal distribution.

The first meaning is as an alternative to the standard score or z score, where values are standardised by subtracting the sample or estimated mean and dividing by the sample or other estimate of the standard deviation.

The second meaning of normal score is associated with data values derived from the ranks of the observations within the dataset. A given data point is assigned a value which is either exactly, or an approximation, to the expectation of the order statistic of the same rank in a sample of standard normal random variables of the same size as the observed data set. Thus the meaning of a normal score of this type is essentially the same as a rankit, although the term "rankit" is becoming obsolete.

[edit] See also

• Normal probability plot
• Q-Q plot

[edit] References

Everitt, B.S. (2002) The Cambridge Dictionary of Statistics (2nd Edition). Cambridge University Press. ISBN 052181099x