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In a normal distribution, a Z score of 1.96 tells us what? A) how many standard deviations from the mean a sample mean is located B) we need to increase our sample size C) the sample size D) the variance

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In a normal distribution, a z-score of 1.96 tells us what?

A z-score basically tells us how many standard deviations away a data point is from the mean.

A z-score of 1.96 corresponds to the 95% percentile.

This means that 95% of the area under the curve lies within 1.96 standard deviations away from the mean.

Therefore, the correct option is A.

A) how many standard deviations from the mean a sample mean is located

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