The negative & positive values of Z-score lies on the left & right side of the mean of standard normal distribution respectively. A smaller & larger standard deviation values represent how the data is tightly or loosely bundled around the mean accordingly. μ - σ & μ + σ represents the left and/or right side attributes of distribution. The range of data or standard normal variate x lies anywhere between -∞ and +∞. Generally, 68.27%, 95.45% and 99.73% data observations fall around the mean between ☑σ, ☒σ and ☓σ respectively. The data around the mean generally looks similar to the bell shaped curve having left & right asymptote tails both extends to infinity. It's a continuous probability density function used to find the probability of area of standard normal variate X such as P(X X1), P(X X2) or P(X1 < X < X2) in left, right or two tailed normal distributions. Normal Distribution is also well known by Gaussian distribution.
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