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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:

154 161 150 162 167 136 155 136 163 146
164 155 132 148 148 131 156 167 137 154
143 141 149 140 148 159 151 157 132 158
146 162 160 152 154 143 157 139 156 163
150 162 151 148 151 166 149 150 150 152
148 144 148 164 158 164 145 158 144 139
168 138 153 144 132 144 138 136 145 154
142 133 129 139 137 140 158 153 132 148
134 161 147 149 154 167 154 143 155 144
166 156 150 139 141 160 156 146 144 146
Table 1. Initial data for checking the normality of the distribution
# 12345678910
x6510121413159105
pi0.060.050.10.120.140.130.150.090.10.05
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 = 149.48
σ = 9.77
The calculation of the mean and standard deviation is described in the article distribution parameters

Normal distribution

The normal distribution curve for μ=149.48 and σ=
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:

P(x) = e^[-0.5((x-149.48)/9.77)2] / [9.77√2π] Normal distribution formula
Graph 2. Distribution series and normal distribution, μ = 149.48, σ = 9.77

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 = 21.16
S = 79.75
Δ = 27%

The deviation is 27%, so i conclude that the distribution is normal according to the normality criterion with an average value μ=149.48 and standard deviation σ=
Warning: Undefined variable $variation in /var/www/content/ktree/t9n/en/articles/statistics_check_is_normal.php on line 236
.

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