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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:

145 153 157 139 164 156 149 160 157 143
135 150 148 165 145 167 140 140 155 132
158 169 163 153 156 138 150 138 151 139
157 150 158 140 159 156 152 147 161 144
161 167 165 145 155 149 154 144 159 154
142 137 149 146 142 156 135 150 152 152
156 153 152 166 145 163 156 155 126 154
151 137 151 166 144 161 148 160 153 158
150 146 148 147 155 133 151 150 145 149
162 150 134 165 130 141 147 164 147 158
Table 1. Initial data for checking the normality of the distribution
# 12345678910
x23691418211187
pi0.020.030.060.090.140.180.210.110.080.07
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 = 150.8
σ = 9.23
The calculation of the mean and standard deviation is described in the article distribution parameters

Normal distribution

The normal distribution curve for μ=150.8 and σ=
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:

P(x) = e^[-0.5((x-150.8)/9.23)2] / [9.23√2π] Normal distribution formula
Graph 2. Distribution series and normal distribution, μ = 150.8, σ = 9.23

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 = 14.17
S = 96.6
Δ = 15%

The deviation is 15%, so i conclude that the distribution is normal according to the normality criterion with an average value μ=150.8 and standard deviation σ=
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.

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