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
