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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:

164 143 138 150 140 149 150 148 139 157
154 143 136 162 160 150 138 164 143 159
158 149 162 136 143 158 154 165 167 146
152 144 144 148 166 140 151 169 141 139
143 171 156 153 149 154 148 137 150 150
148 159 159 157 139 160 152 127 157 144
153 156 156 143 145 159 158 143 157 160
159 164 159 149 151 153 153 135 142 141
147 160 160 142 167 156 146 136 148 165
156 155 146 158 135 160 142 169 133 154
Table 1. Initial data for checking the normality of the distribution
# 12345678910
x1311151017141864
pi0.010.030.110.150.10.170.140.180.060.04
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 = 151.03
σ = 9.41
The calculation of the mean and standard deviation is described in the article distribution parameters

Normal distribution

The normal distribution curve for μ=151.03 and σ=
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:

P(x) = e^[-0.5((x-151.03)/9.41)2] / [9.41√2π] Normal distribution formula
Graph 2. Distribution series and normal distribution, μ = 151.03, σ = 9.41

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 = 23.61
S = 90.29
Δ = 26%

The deviation is 26%, so i conclude that the distribution is normal according to the normality criterion with an average value μ=151.03 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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