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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:

132 139 145 141 145 144 134 159 151 139
143 158 144 157 131 160 143 154 159 151
157 157 145 141 150 137 147 151 139 130
148 162 143 149 165 147 163 143 177 141
154 170 157 132 137 134 157 167 140 169
165 144 143 133 145 146 138 142 141 153
157 175 155 143 145 160 142 152 159 157
140 155 159 163 152 149 133 131 146 143
165 133 135 158 143 151 155 134 167 133
145 139 145 158 170 153 142 148 169 156
Table 1. Initial data for checking the normality of the distribution
# 12345678910
x128201311167741
pi0.120.080.20.130.110.160.070.070.040.01
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 = 149.03
σ = 10.99
The calculation of the mean and standard deviation is described in the article distribution parameters

Normal distribution

The normal distribution curve for μ=149.03 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-149.03)/10.99)2] / [10.99√2π] Normal distribution formula
Graph 2. Distribution series and normal distribution, μ = 149.03, σ = 10.99

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 = 33.26
S = 108.93
Δ = 31%

The deviation is 31%, therefore, I draw the following conclusion: the distribution is not normal according to the normality criterion.

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