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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:

138 157 151 160 160 161 145 140 165 139
140 157 160 146 133 155 154 150 155 138
159 156 140 147 141 154 135 143 157 163
147 150 150 133 164 127 166 162 154 146
147 160 163 155 160 148 140 138 141 153
140 159 143 144 148 149 139 142 153 136
163 167 137 155 147 164 152 144 143 165
153 169 135 161 141 160 144 155 152 145
138 136 152 138 139 150 137 148 146 145
157 137 149 155 147 137 142 149 141 150
Table 1. Initial data for checking the normality of the distribution
# 12345678910
x1414141415131284
pi0.010.040.140.140.140.150.130.120.080.04
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 = 149.01
σ = 9.42
The calculation of the mean and standard deviation is described in the article distribution parameters

Normal distribution

The normal distribution curve for μ=149.01 and σ=
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:

P(x) = e^[-0.5((x-149.01)/9.42)2] / [9.42√2π] Normal distribution formula
Graph 2. Distribution series and normal distribution, μ = 149.01, σ = 9.42

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 = 18.13
S = 83.7
Δ = 22%

The deviation is 22%, so i conclude that the distribution is normal according to the normality criterion with an average value μ=149.01 and standard deviation σ=
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.

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