There will also be times when we know the probability and want to determine the Z score. For example, let us say there is a .4920 probability of a value occurring and we want to know what the Z score is for this probability. We would go to the table for the normal distribution and find .4920 ion the body of the table. The Z score in the first column and first row that corresponds to this probability would be the Z score. In this case the Z score for .4920 would be 2.4 and .01 or 2.41.

Let us try another example. What is the Z score for a probability of .3315?