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ways to determine a normal or log normal distribution in excel

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    Forum Contributor aprildu's Avatar
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    ways to determine a normal or log normal distribution in excel

    Are there ways to automatically get the result of whether a set of data is normal or log normal distribution? I understand that you can plot a chart to see if data (sorted ) is close to expected values in a scatter chart but can you get the results automatically (e.g. by just calculating the skew), not by seeing the lines are close and making judgemental calls? By the way I am talking about small size of samples (but to make it simple we can assume it's big?) . Many thanks!Show less

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    Forum Moderator Glenn Kennedy's Avatar
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    Re: ways to determine a normal or log normal distribution in excel

    For small sample sizes, the generally accepted method is to use a normal probability plot. if it's linear: it's a normal distribution. If it tends to a S-shape, or tails off at one end... it isn't.
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    Forum Contributor aprildu's Avatar
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    Re: ways to determine a normal or log normal distribution in excel

    Thanks Glenn. My problem is I wonder if it's possible to do it automatically rather than having to look at chart one at a time. For example if my data changes 100 times, I would like a formula/function to spit out the result of whether the data set is normally distributed or log normally distributed (to make it more complicated) or neither, without looking at the histogram 100 times and make judgetmental calls to see if they are bell shaped.

    I know the normal probability plot ( a scatter chart comparing the data set to expected value vs. the z value) can show you how close the dataset is close to expected value. However can you use a coefficient to determine if it's indeed close? if so how much is good?

    Many thanks!

    April

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    Re: ways to determine a normal or log normal distribution in excel

    How much of this is a statistics question, and how much is an Excel question?

    If you know the desired test for normalcy that you want to use, describe the test statistic and other elements of the test, and we should be able to help you program the test in Excel.

    If this is a broader statistics question, I'm not sure we have anyone who frequents the board who is good enough at statistics to propose such a test. I see that Wikipedia lists several different tests under "Normality test", and I would expect that any one of those tests could work -- assuming you understand the test enough to know if and how to apply it to your data. You might find this page useful (http://www.real-statistics.com/tests...-and-symmetry/ ), as this gentleman has put together both the tutorials and a series of supplemental functions/utilities for many statistical tests. If this is a broader statistics question, I would recommend that you start with those pages (and any other statistical textbooks/resources you have) and determine how to perform the normality test. Then come back here with the specifics of the test and explain what help you need in programming the test in Excel.
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    Forum Contributor aprildu's Avatar
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    Re: ways to determine a normal or log normal distribution in excel

    Thanks MrShorty. I think this is more of an excel question that's why I posted here (because if it's posted in statistical group and they don't use excel but SPSS or SAS they would have no idea what my problem is). But it apparently has lots to do with statistics and that's why I couldn't find a satisfactory answer after googling for 3 days. My question in short is: if I have a set of data which can change many times, is it possible to automatically for excel to tell me if it's a normal distribution or log normal distribution or neither? for example, "Normal", "Log Normal", "Neither" can be shown somewhere on the sheet beside the dataset.
    Last edited by aprildu; 10-29-2016 at 05:35 PM.

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    Re: ways to determine a normal or log normal distribution in excel

    Short but useless answer -- yes it is possible to program Excel to tell you this (within the accuracy of the chosen statistical test). I am not familiar with these statistical tests (I am almost certain that they are not preprogrammed into Excel for you, though), so I am not able to fully coach you through the programming. However, I expect that if you spend some time with the Wikipedia pages and Mr. Zaiontz's pages, should see how these tests are performed and be able to see how to program them into Excel.

    If you need a starting place, you might focus on the Chi-square test, since that appears to use built in Excel functions, rather than needing Mr. Zaiontz's add-in.

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    Forum Contributor aprildu's Avatar
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    Re: ways to determine a normal or log normal distribution in excel

    Thanks for the suggestion! I think I will use chi square test built in function

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