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Normality of the distribution

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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:

154 141 146 134 161 153 151 150 146 147
147 157 132 141 139 164 162 147 147 162
138 149 154 145 150 147 143 149 143 134
144 149 162 145 133 146 150 141 155 158
148 160 155 144 151 151 149 143 159 156
143 144 151 160 140 164 168 150 148 153
154 158 148 128 152 139 153 156 141 141
132 138 153 162 161 158 146 142 152 160
132 149 146 162 153 150 152 156 140 151
132 165 132 149 164 162 132 155 151 149
Table 1. Initial data for checking the normality of the distribution
# 12345678910
x194121521148114
pi0.010.090.040.120.150.210.140.080.110.04
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 = 149.09
σ = 8.95
The calculation of the mean and standard deviation is described in the article distribution parameters

Normal distribution

The normal distribution curve for μ=149.09 and σ=
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:

P(x) = e^[-0.5((x-149.09)/8.95)2] / [8.95√2π] Normal distribution formula
Graph 2. Distribution series and normal distribution, μ = 149.09, σ = 8.95

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 = 32.58
S = 116.77
Δ = 28%

The deviation is 28%, so i conclude that the distribution is normal according to the normality criterion with an average value μ=149.09 and standard deviation σ=
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.

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