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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:

158 138 153 152 149 147 137 153 147 159
155 161 166 137 134 159 145 140 144 161
159 135 161 148 148 143 156 146 154 153
153 134 136 145 164 145 160 150 148 134
158 141 162 159 160 143 136 149 157 147
168 157 138 154 156 144 137 145 144 142
142 151 162 165 143 140 152 153 145 151
153 168 143 156 135 158 143 143 155 141
147 148 143 147 144 166 163 143 148 149
152 153 150 158 155 146 155 148 152 139
Table 1. Initial data for checking the normality of the distribution
# 12345678910
x1051612111591343
pi0.10.050.160.120.110.150.090.130.040.03
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 = 149.69
σ = 8.59
The calculation of the mean and standard deviation is described in the article distribution parameters

Normal distribution

The normal distribution curve for μ=149.69 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-149.69)/8.59)2] / [8.59√2π] Normal distribution formula
Graph 2. Distribution series and normal distribution, μ = 149.69, σ = 8.59

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 = 30.53
S = 97.12
Δ = 31%

The deviation is 31%, therefore, I draw the following conclusion: the distribution is not normal according to the normality criterion.

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