The two-tailed Z score tells how many standard
deviations from the mean are required to contain a specified percentage of the area under the
Normal Curve.

In the case of this two-tailed, 95% Z score, 95% of the total area under the
Normal curve is contained within 1.96 standard deviations from the mean in
either direction of the mean.

For this two-tailed test, the remaining 5% of the area under the Normal Curve is
split between the 2 outer tails (hence the name - "two-tailed). Each outer tail
holds 2.5% of the total area under the Normal Curve. This leave 47.5% of the
total area between the outer tail and the mean on each side of the mean.

The Z score of 1.96 corresponds to this remaining 47.5% of the total area between
the mean and each outer tail containing 2.5% of the total area.