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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:

139 145 163 131 138 148 169 149 152 162
165 134 166 151 146 165 139 133 154 167
140 133 152 139 159 138 151 169 159 159
159 157 155 145 161 165 143 127 146 165
162 155 133 139 162 162 150 143 142 162
137 146 137 161 148 146 154 142 143 144
146 152 138 147 136 164 140 169 143 147
131 155 157 144 137 157 151 147 147 155
136 130 170 136 160 157 154 164 142 153
164 142 155 164 145 160 147 156 154 155
Table 1. Initial data for checking the normality of the distribution
# 12345678910
x441312158168145
pi0.040.040.130.120.150.080.160.080.140.05
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 = 150.13
σ = 10.75
The calculation of the mean and standard deviation is described in the article distribution parameters

Normal distribution

The normal distribution curve for μ=150.13 and σ=
Warning: Undefined variable $variation in /var/www/content/ktree/t9n/en/articles/statistics_check_is_normal.php on line 148
:

P(x) = e^[-0.5((x-150.13)/10.75)2] / [10.75√2π] Normal distribution formula
Graph 2. Distribution series and normal distribution, μ = 150.13, σ = 10.75

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 = 51.16
S = 48.84
Δ = 105%

The deviation is 105%, therefore, I draw the following conclusion: the distribution is not normal according to the normality criterion.

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