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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:

162 168 157 151 159 150 144 139 166 150
142 142 136 171 138 163 153 165 152 161
145 152 167 162 155 143 144 141 148 140
159 158 144 130 134 151 144 144 152 142
154 168 157 159 137 137 151 164 146 130
150 152 140 142 139 172 136 153 134 160
162 167 148 158 145 170 141 148 154 141
154 138 137 168 160 166 140 144 152 150
135 145 136 150 137 161 145 142 172 147
162 163 141 151 144 155 136 154 144 166
Table 1. Initial data for checking the normality of the distribution
# 12345678910
x411141491771075
pi0.040.110.140.140.090.170.070.10.070.05
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 = 150.34
σ = 10.71
The calculation of the mean and standard deviation is described in the article distribution parameters

Normal distribution

The normal distribution curve for μ=150.34 and σ=
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:

P(x) = e^[-0.5((x-150.34)/10.71)2] / [10.71√2π] Normal distribution formula
Graph 2. Distribution series and normal distribution, μ = 150.34, σ = 10.71

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 = 26.21
S = 108.34
Δ = 24%

The deviation is 24%, so i conclude that the distribution is normal according to the normality criterion with an average value μ=150.34 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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