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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:

148 140 167 142 154 166 141 148 154 154
134 147 147 154 148 147 149 154 141 158
156 161 132 157 158 150 130 143 134 153
166 138 148 151 147 163 147 146 141 146
164 144 160 141 168 138 159 129 151 164
154 158 137 150 133 148 135 150 127 141
161 142 156 148 145 141 134 151 155 147
157 159 153 135 147 149 146 133 161 152
157 142 152 132 159 167 149 155 149 144
154 137 156 150 161 152 150 162 134 148
Table 1. Initial data for checking the normality of the distribution
# 12345678910
x3104111319141276
pi0.030.10.040.110.130.190.140.120.070.06
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 = 148.93
σ = 9.61
The calculation of the mean and standard deviation is described in the article distribution parameters

Normal distribution

The normal distribution curve for μ=148.93 and σ=
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:

P(x) = e^[-0.5((x-148.93)/9.61)2] / [9.61√2π] Normal distribution formula
Graph 2. Distribution series and normal distribution, μ = 148.93, σ = 9.61

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 = 25.51
S = 109.82
Δ = 23%

The deviation is 23%, so i conclude that the distribution is normal according to the normality criterion with an average value μ=148.93 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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