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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:

150 151 133 140 163 152 145 140 154 156
143 144 141 154 164 144 148 149 133 161
138 163 154 147 136 150 127 156 144 132
159 150 143 150 149 155 162 157 136 142
156 156 167 164 159 161 149 155 152 143
146 144 163 138 147 154 150 168 148 160
153 148 146 152 155 145 167 144 154 155
164 139 149 154 153 147 148 175 149 148
141 151 162 135 155 152 157 159 144 148
137 151 157 135 139 152 132 147 145 172
Table 1. Initial data for checking the normality of the distribution
# 12345678910
x189152021111031
pi0.010.080.090.150.20.210.110.10.030.01
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 = 150.11
σ = 9.37
The calculation of the mean and standard deviation is described in the article distribution parameters

Normal distribution

The normal distribution curve for μ=150.11 and σ=
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:

P(x) = e^[-0.5((x-150.11)/9.37)2] / [9.37√2π] Normal distribution formula
Graph 2. Distribution series and normal distribution, μ = 150.11, σ = 9.37

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 = 17.97
S = 108.52
Δ = 17%

The deviation is 17%, so i conclude that the distribution is normal according to the normality criterion with an average value μ=150.11 and standard deviation σ=
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.

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