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Normality of the distribution

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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:

161 151 137 144 152 140 137 158 154 155
157 159 154 128 167 145 153 147 162 146
163 150 143 158 160 142 133 153 164 170
160 163 165 170 147 147 141 153 150 164
160 137 168 149 170 148 138 145 143 135
150 172 165 141 144 171 160 166 155 134
153 145 146 140 134 160 149 143 153 142
148 154 163 154 151 143 143 147 142 164
150 144 144 153 155 160 143 136 169 160
148 169 162 150 136 153 142 165 154 156
Table 1. Initial data for checking the normality of the distribution
# 12345678910
x16817112071487
pi0.010.060.080.170.110.20.070.140.080.07
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 = 151.77
σ = 10.28
The calculation of the mean and standard deviation is described in the article distribution parameters

Normal distribution

The normal distribution curve for μ=151.77 and σ=
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:

P(x) = e^[-0.5((x-151.77)/10.28)2] / [10.28√2π] Normal distribution formula
Graph 2. Distribution series and normal distribution, μ = 151.77, σ = 10.28

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 = 29.13
S = 115.15
Δ = 25%

The deviation is 25%, so i conclude that the distribution is normal according to the normality criterion with an average value μ=151.77 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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