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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:

157 152 151 155 163 134 141 149 165 144
147 148 145 150 139 143 146 156 148 164
166 152 142 141 151 131 153 134 161 156
130 145 163 140 173 150 164 152 137 141
154 159 170 139 165 131 138 157 133 166
154 140 135 146 142 156 145 160 141 136
157 171 145 148 141 161 153 165 152 147
166 156 159 154 138 150 156 150 166 149
163 141 138 167 143 152 144 155 157 149
157 144 156 152 175 141 154 133 155 146
Table 1. Initial data for checking the normality of the distribution
# 12345678910
x761512181510862
pi0.070.060.150.120.180.150.10.080.060.02
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 = 150.52
σ = 10.37
The calculation of the mean and standard deviation is described in the article distribution parameters

Normal distribution

The normal distribution curve for μ=150.52 and σ=
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:

P(x) = e^[-0.5((x-150.52)/10.37)2] / [10.37√2π] Normal distribution formula
Graph 2. Distribution series and normal distribution, μ = 150.52, σ = 10.37

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 = 17.94
S = 91.76
Δ = 20%

The deviation is 20%, so i conclude that the distribution is normal according to the normality criterion with an average value μ=150.52 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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