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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:

133 138 152 163 161 153 143 160 147 151
145 144 153 146 146 138 140 155 164 139
161 162 143 140 132 159 167 152 131 158
172 149 145 152 163 143 141 160 163 131
131 149 143 158 155 145 142 162 154 163
145 148 153 155 159 165 155 145 158 146
144 134 156 148 164 154 137 143 147 162
136 163 158 154 172 132 150 140 156 161
140 152 141 159 160 146 154 146 145 168
142 159 154 151 160 142 166 152 155 166
Table 1. Initial data for checking the normality of the distribution
# 12345678910
x751415718101561
pi0.070.050.140.150.070.180.10.150.060.01
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 = 150.95
σ = 9.97
The calculation of the mean and standard deviation is described in the article distribution parameters

Normal distribution

The normal distribution curve for μ=150.95 and σ=
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:

P(x) = e^[-0.5((x-150.95)/9.97)2] / [9.97√2π] Normal distribution formula
Graph 2. Distribution series and normal distribution, μ = 150.95, σ = 9.97

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 = 32.5
S = 110.39
Δ = 29%

The deviation is 29%, so i conclude that the distribution is normal according to the normality criterion with an average value μ=150.95 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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