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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:

154 160 161 156 152 152 168 137 146 157
152 136 147 145 156 147 145 152 161 160
157 125 139 165 154 148 148 162 152 162
148 140 151 155 171 141 141 148 166 145
159 151 127 142 147 146 130 148 158 161
159 151 142 143 156 158 153 135 165 145
152 143 150 153 157 161 141 154 163 131
156 153 161 163 154 141 172 159 150 156
151 153 144 152 146 168 164 150 146 152
155 139 156 155 147 157 163 127 142 143
Table 1. Initial data for checking the normality of the distribution
# 12345678910
x325111819171473
pi0.030.020.050.110.180.190.170.140.070.03
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 = 151.18
σ = 9.6
The calculation of the mean and standard deviation is described in the article distribution parameters

Normal distribution

The normal distribution curve for μ=151.18 and σ=
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:

P(x) = e^[-0.5((x-151.18)/9.6)2] / [9.6√2π] Normal distribution formula
Graph 2. Distribution series and normal distribution, μ = 151.18, σ = 9.6

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 = 7.91
S = 96.7
Δ = 8%

The deviation is 8%, so i conclude that the distribution is normal according to the normality criterion with an average value μ=151.18 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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