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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:

142 138 152 157 140 161 156 158 146 158
157 157 162 154 165 165 162 155 147 169
133 153 137 132 138 148 143 150 142 143
155 146 144 157 171 154 167 147 133 155
152 140 166 141 154 156 167 165 165 132
140 165 152 164 142 142 149 133 140 138
164 149 162 136 154 135 140 139 137 162
152 158 166 158 167 148 160 164 133 170
153 145 144 144 172 146 148 152 159 141
168 138 162 139 165 152 170 133 165 154
Table 1. Initial data for checking the normality of the distribution
# 12345678910
x89139616117155
pi0.080.090.130.090.060.160.110.070.150.05
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 = 151.56
σ = 11.11
The calculation of the mean and standard deviation is described in the article distribution parameters

Normal distribution

The normal distribution curve for μ=151.56 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-151.56)/11.11)2] / [11.11√2π] Normal distribution formula
Graph 2. Distribution series and normal distribution, μ = 151.56, σ = 11.11

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 = 38.24
S = 108.2
Δ = 35%

The deviation is 35%, therefore, I draw the following conclusion: the distribution is not normal according to the normality criterion.

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