Goodness of Fit - Fit of Distributions

Fit of Distributions

In assessing whether a given distribution is suited to a data-set, the following tests and their underlying measures of fit can be used:

  • Kolmogorov–Smirnov test;
  • Cramér–von Mises criterion;
  • Anderson–Darling test;
  • Shapiro–Wilk test;
  • Chi Square test;
  • Akaike information criterion;

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    Thomas Babington Macaulay (1800–1859)