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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:

144 165 157 163 168 170 148 138 143 146
156 159 157 162 141 151 148 147 139 145
133 146 151 142 164 135 153 158 159 138
134 143 146 165 131 136 159 150 142 145
153 153 166 147 153 152 153 154 132 137
177 146 166 133 160 147 154 150 156 143
145 151 152 148 140 133 150 153 153 139
133 155 133 138 154 141 158 153 148 149
143 139 126 169 144 145 166 165 156 152
152 156 155 167 166 135 156 158 136 159
Table 1. Initial data for checking the normality of the distribution
# 12345678910
x21110161422101040
pi0.020.110.10.160.140.220.10.10.040
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 = 149.8
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=149.8 and σ=
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:

P(x) = e^[-0.5((x-149.8)/10.5)2] / [10.5√2π] Normal distribution formula
Graph 2. Distribution series and normal distribution, μ = 149.8, 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 = 31.73
S = 121.75
Δ = 26%

The deviation is 26%, so i conclude that the distribution is normal according to the normality criterion with an average value μ=149.8 and standard deviation σ=
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.

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