Comparing Z-Scores Across Distributions
Two normal distributions have the same mean but different standard deviations, σ₁ and σ₂, where σ₁ < σ₂. If a value from each distribution has the same z-score, which of the following statements must be true?
A
The value is farther from the mean in the distribution with σ₂
B
The value has the same percentile in both distributions
C
The value is the same distance from the mean in both distributions
D
The value is farther from the mean in the distribution with σ₁
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