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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:

132 141 136 138 149 159 133 136 132 144
135 138 144 146 166 167 138 134 164 152
149 173 167 136 160 159 162 153 164 146
148 144 149 145 148 146 141 144 143 158
133 150 154 158 131 133 152 156 142 165
145 137 137 136 143 153 154 165 144 166
150 162 147 148 137 158 158 147 138 147
136 154 129 159 151 154 145 145 150 146
146 147 136 165 142 140 166 147 153 152
160 148 150 142 126 170 160 138 153 151
Table 1. Initial data for checking the normality of the distribution
# 12345678910
x281512211758101
pi0.020.080.150.120.210.170.050.080.10.01
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 = 148.26
σ = 10.5
The calculation of the mean and standard deviation is described in the article distribution parameters

Normal distribution

The normal distribution curve for μ=148.26 and σ=
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:

P(x) = e^[-0.5((x-148.26)/10.5)2] / [10.5√2π] Normal distribution formula
Graph 2. Distribution series and normal distribution, μ = 148.26, σ = 10.5

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 = 28.73
S = 99.05
Δ = 29%

The deviation is 29%, so i conclude that the distribution is normal according to the normality criterion with an average value μ=148.26 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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