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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:

141 148 150 130 150 158 140 141 152 155
137 156 149 153 144 151 157 143 166 146
166 138 145 124 141 146 155 139 161 162
144 146 147 166 158 137 151 137 164 157
159 129 164 171 148 134 158 162 140 161
160 136 158 158 145 142 159 151 156 131
153 139 158 166 165 168 155 151 162 159
170 158 157 156 164 159 155 155 165 142
133 141 148 158 129 156 158 139 163 157
142 134 161 148 138 149 153 153 154 155
Table 1. Initial data for checking the normality of the distribution
# 12345678910
x158129131521132
pi0.010.050.080.120.090.130.150.210.130.02
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 = 150.99
σ = 10.53
The calculation of the mean and standard deviation is described in the article distribution parameters

Normal distribution

The normal distribution curve for μ=150.99 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-150.99)/10.53)2] / [10.53√2π] Normal distribution formula
Graph 2. Distribution series and normal distribution, μ = 150.99, σ = 10.53

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 = 35.16
S = 72.42
Δ = 49%

The deviation is 49%, therefore, I draw the following conclusion: the distribution is not normal according to the normality criterion.

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