1.96
97.5th percentile point
Number useful in statistics for analyzing a normal curve
In probability and statistics, the 97.5th percentile point of the standard normal distribution is a number commonly used for statistical calculations. The approximate value of this number is 1.96, meaning that 95% of the area under a normal curve lies within approximately 1.96 standard deviations of the mean. Because of the central limit theorem, this number is used in the construction of approximate 95% confidence intervals. Its ubiquity is due to the arbitrary but common convention of using confidence intervals with 95% probability in science and frequentist statistics, though other probabilities (90%, 99%, etc.) are sometimes used.[1][2][3][4] This convention seems particularly common in medical statistics,[5][6][7] but is also common in other areas of application, such as earth sciences,[8] social sciences and business research.[9]
There is no single accepted name for this number; it is also commonly referred to as the "standard normal deviate", "normal score" or "Z score" for the 97.5 percentile point, the .975 point, or just its approximate value, 1.96.
If X has a standard normal distribution, i.e. X ~ N(0,1),
and as the normal distribution is symmetric,
One notation for this number is z.975.[10] From the probability density function of the standard normal distribution, the exact value of z.975 is determined by