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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:

156 132 133 147 144 159 135 148 157 154
141 155 151 163 159 151 148 150 144 152
145 172 153 137 157 155 150 146 136 148
154 145 160 142 150 146 156 149 147 162
143 160 136 156 163 159 133 149 147 146
149 155 147 167 141 162 143 153 154 151
162 148 154 147 148 143 156 158 146 134
157 124 151 158 125 137 166 164 146 154
139 139 146 162 156 161 154 149 168 158
150 153 143 147 137 156 155 161 145 138
Table 1. Initial data for checking the normality of the distribution
# 12345678910
x23891718221451
pi0.020.030.080.090.170.180.220.140.050.01
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 = 149.98
σ = 9.3
The calculation of the mean and standard deviation is described in the article distribution parameters

Normal distribution

The normal distribution curve for μ=149.98 and σ=
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:

P(x) = e^[-0.5((x-149.98)/9.3)2] / [9.3√2π] Normal distribution formula
Graph 2. Distribution series and normal distribution, μ = 149.98, σ = 9.3

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 = 19.01
S = 87.15
Δ = 22%

The deviation is 22%, so i conclude that the distribution is normal according to the normality criterion with an average value μ=149.98 and standard deviation σ=
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.

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