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Normality of the distribution

In the examples in this article, data is generated every time the page loads. If you want to see an example with different values - reload the page.

Some statistical tools assume that the distribution is normal. The algorithm for checking the normality of the distribution will be given below, and also an example in excel.

Distribution law

Checking for compliance with the normal distribution is a special case of solving the problem on finding among the known distribution functions one that describes as accurately as possible this distribution.

First of all, it is necessary to structure the available values, in the article properties distributions it describes how the distribution series is constructed, so here I will omit the details and give source data and processed values:

152 131 140 143 158 138 174 157 135 139
154 150 157 162 159 158 171 144 149 158
153 147 141 158 167 157 159 155 138 152
165 157 149 159 148 138 161 141 143 130
155 144 147 144 158 156 162 143 131 145
148 140 158 173 152 156 140 135 145 144
140 140 151 139 153 146 151 145 158 141
159 139 152 166 141 138 156 134 159 145
134 151 135 159 136 139 148 150 156 131
151 140 150 152 158 150 150 156 168 156
Table 1. Initial data for checking the normality of the distribution
# 12345678910
x681711141618432
pi0.060.080.170.110.140.160.180.040.030.02
Table 2. Number of elements in each interval
Graph 1. Distribution range

Regardless of what we see on the graph, we need to check whether whether the distribution is normal.

The characteristics of a normal distribution are the mean and standard deviation. Let's calculate these values for our distribution:

μ = 149.46
σ = 9.91
The calculation of the mean and standard deviation is described in the article distribution parameters

Normal distribution

The normal distribution curve for μ=149.46 and σ=
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:

P(x) = e^[-0.5((x-149.46)/9.91)2] / [9.91√2π] Normal distribution formula
Graph 2. Distribution series and normal distribution, μ = 149.46, σ = 9.91

First approximation

Let's try to invent a criterion of normality, the simplest, what comes to mind is to determine the percentage of compliance the normal curve and the existing distribution.

To do this, add up the absolute values of the differences across all points of the graph, find the area under the normal distribution graph and calculate the deviation of interest, I will call such a criterion "criterion of normality" and I will decide that if the deviation more, let's say 30%, then the distribution is not normal.

diff = Σ|D(X) - P(X)|
S = ΣP(X)
Δ = diff / S
diff = 27.23
S = 98.7
Δ = 28%

The deviation is 28%, so i conclude that the distribution is normal according to the normality criterion with an average value μ=149.46 and standard deviation σ=
Warning: Undefined variable $variation in /var/www/content/ktree/t9n/en/articles/statistics_check_is_normal.php on line 236
.

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