What you should be seeing at left is a title, a slider, a
box containing three numbers, and a light blue graph. The graph is the normal
distribution. Slide the slider about half way over to the right.
The graph should now be dark turquoise on the left, and blue on
the right. The first of the two numbers is the percentage of the
total area under the curve that is blue, ie., the area of the
righttail. The second number is the probability associated with
the righttail (approximate values). If the total area is 1, then p is just the area of
the blue (righttail) part of the graph.
Finally, the value z is the all important zscore (which should make
everything clear). It's the number of standard deviations the line
between turquoise and blue is from the mean. If you're one
standard deviation to the left of the mean, then z = 1, and two
standard deviations to the right gives z = +2. The higher the value
of z, the smaller the probability associated with the righttail.
By the time you get out to z = 3.6, the probability p = 0.0001
approximately, which means you have about one chance in 10,000
of having a random data point fall beyond z = 3.6. And the
probabilities get rapidly smaller thereafter.
