k-tree
E-learning book

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:

145 168 148 139 136 150 145 155 167 159
151 151 137 147 147 133 154 143 137 153
145 166 145 147 139 141 150 167 144 139
151 153 129 155 145 158 134 173 145 160
159 132 159 151 162 145 156 134 154 140
158 158 151 152 135 133 169 168 138 151
127 150 151 164 136 145 147 139 157 175
145 169 162 155 143 145 152 139 146 136
128 142 151 153 144 151 159 157 160 136
152 155 139 130 146 138 156 171 158 164
Table 1. Initial data for checking the normality of the distribution
# 12345678910
x410121782114472
pi0.040.10.120.170.080.210.140.040.070.02
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 = 149.29
σ = 10.92
The calculation of the mean and standard deviation is described in the article distribution parameters

Normal distribution

The normal distribution curve for μ=149.29 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-149.29)/10.92)2] / [10.92√2π] Normal distribution formula
Graph 2. Distribution series and normal distribution, μ = 149.29, σ = 10.92

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 = 31.98
S = 125.69
Δ = 25%

The deviation is 25%, so i conclude that the distribution is normal according to the normality criterion with an average value μ=149.29 and standard deviation σ=
Warning: Undefined variable $variation in /var/www/content/ktree/t9n/en/articles/statistics_check_is_normal.php on line 236
.

Download article in PDF format.

Do you find this article curious? /

Seen: 5 144


Read the following
Analysis of variance