k-tree
E-learning book

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:

137 148 158 138 162 150 151 172 173 135
168 151 143 134 147 135 138 155 153 143
154 140 160 146 168 142 160 163 133 140
135 148 146 130 140 144 163 160 139 153
145 147 139 150 144 147 158 152 144 157
149 132 155 156 143 154 154 150 161 142
143 161 158 166 146 168 154 140 160 142
156 162 159 151 151 141 147 165 156 153
137 170 153 148 144 140 150 150 156 157
154 147 147 153 155 133 161 158 151 161
Table 1. Initial data for checking the normality of the distribution
# 12345678910
x571118141415852
pi0.050.070.110.180.140.140.150.080.050.02
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 = 150.38
σ = 9.75
The calculation of the mean and standard deviation is described in the article distribution parameters

Normal distribution

The normal distribution curve for μ=150.38 and σ=
Warning: Undefined variable $variation in /var/www/content/ktree/t9n/en/articles/statistics_check_is_normal.php on line 148
:

P(x) = e^[-0.5((x-150.38)/9.75)2] / [9.75√2π] Normal distribution formula
Graph 2. Distribution series and normal distribution, μ = 150.38, σ = 9.75

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 = 18.98
S = 82.47
Δ = 23%

The deviation is 23%, so i conclude that the distribution is normal according to the normality criterion with an average value μ=150.38 and standard deviation σ=
Warning: Undefined variable $variation in /var/www/content/ktree/t9n/en/articles/statistics_check_is_normal.php on line 236
.

Download article in PDF format.

Do you find this article curious? /

Seen: 4 666


Read the following
Analysis of variance