I show my students histograms of more or less normally distributed real-life data. I have found it difficult, though, to get a Normal curve that fits nicely on top of the histogram. Is there a way to do a best-fit regression in this situation? I looked around and can't find one, so here's a procedure I came up with. I'm not sure if it's the best possible fit, but it's a good fit.
Using the fact that a normal distribution is given by the equation
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you can work backwards to see how to make the data linear. That is,
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is a linear transformation of normally distributed data. Here is a histogram.
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I used the midpoint of each bin as the
x data, and then I transformed the
y data as described.
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The one trick is that, for
x values below the mean, the transformed
y data points need to be negative. That can create a little ambiguity for the middle bin, but it's not too hard to tell here that 2.5 is a little below the mean. If in doubt, try both. I ran a linear regression on
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and found that
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This can be transformed back into
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which is almost ready to graph. All it's missing is the leading coefficient. A little work shows that the standard deviation is 0.88, and therefore the final equation is
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Here's the histogram, with the overlaid normal curve, which does not fit especially well.
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However, this shows that this real-life data does not exactly follow a normal distribution, since this is about as well as we could hope it would fit.
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