Goodness of Fit Tests

Tests of goodness of fit compare the distribution of observed data from a sample to ascertain how closely it matches a particular distribution function. A common practice is to construct the cumulative distribution function of the sample data and compare it with the normal distribution. Because data from only one population is used, the procedure is classified under one-sample tests. However, two distribution functions are actually involved—one for the sample and another belonging to the normal distribution. Tests of goodness of fit can also be used to compare samples from two different populations to determine whether their distributions are the same, and thus, would qualify to be classified as a two-sample test ...

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