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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:

168 144 143 147 137 171 136 151 131 152
158 144 148 150 164 151 143 144 139 165
159 149 134 142 138 143 137 174 140 150
171 136 157 160 158 131 137 160 142 147
133 151 142 136 161 152 162 140 151 156
155 151 141 163 165 156 158 162 151 145
144 153 152 160 146 146 168 151 156 135
159 139 143 148 161 143 159 137 149 132
165 149 161 158 160 152 153 146 148 160
150 158 167 149 134 155 130 148 156 161
Table 1. Initial data for checking the normality of the distribution
# 12345678910
x7913101812141132
pi0.070.090.130.10.180.120.140.110.030.02
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 = 150.23
σ = 10.32
The calculation of the mean and standard deviation is described in the article distribution parameters

Normal distribution

The normal distribution curve for μ=150.23 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-150.23)/10.32)2] / [10.32√2π] Normal distribution formula
Graph 2. Distribution series and normal distribution, μ = 150.23, σ = 10.32

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 = 29.73
S = 73.91
Δ = 40%

The deviation is 40%, therefore, I draw the following conclusion: the distribution is not normal according to the normality criterion.

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