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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:

167 149 154 141 162 150 155 149 160 146
155 158 131 155 165 135 163 147 137 155
158 150 158 136 151 140 144 147 161 139
168 153 148 136 155 158 141 143 154 145
163 138 150 154 155 125 150 145 151 161
156 148 142 146 148 159 171 149 150 156
157 151 154 169 151 147 143 140 138 162
151 156 167 147 141 151 162 143 150 148
169 147 164 145 172 154 164 144 162 140
153 138 140 162 136 151 164 145 127 150
Table 1. Initial data for checking the normality of the distribution
# 12345678910
x219111719151384
pi0.020.010.090.110.170.190.150.130.080.04
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 = 150.91
σ = 9.8
The calculation of the mean and standard deviation is described in the article distribution parameters

Normal distribution

The normal distribution curve for μ=150.91 and σ=
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:

P(x) = e^[-0.5((x-150.91)/9.8)2] / [9.8√2π] Normal distribution formula
Graph 2. Distribution series and normal distribution, μ = 150.91, σ = 9.8

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 = 11.42
S = 98.54
Δ = 12%

The deviation is 12%, so i conclude that the distribution is normal according to the normality criterion with an average value μ=150.91 and standard deviation σ=
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.

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