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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:

141 160 147 153 139 157 148 151 170 143
161 167 165 149 157 143 147 145 169 160
148 137 142 159 151 156 167 161 139 149
136 147 145 160 137 136 172 137 137 134
141 140 134 137 151 147 144 159 153 152
137 146 155 137 154 152 145 168 144 159
161 158 157 148 138 152 150 173 148 147
154 159 159 144 140 148 151 166 153 128
150 154 129 132 141 146 156 154 139 135
155 154 144 135 146 145 148 161 175 134
Table 1. Initial data for checking the normality of the distribution
# 12345678910
x3141013191512562
pi0.030.140.10.130.190.150.120.050.060.02
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 = 149.44
σ = 10.45
The calculation of the mean and standard deviation is described in the article distribution parameters

Normal distribution

The normal distribution curve for μ=149.44 and σ=
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:

P(x) = e^[-0.5((x-149.44)/10.45)2] / [10.45√2π] Normal distribution formula
Graph 2. Distribution series and normal distribution, μ = 149.44, σ = 10.45

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 = 19.01
S = 89.46
Δ = 21%

The deviation is 21%, so i conclude that the distribution is normal according to the normality criterion with an average value μ=149.44 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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