Goodness-of-fit Tests and Diagnostics

摘要: Goodness of fit pertains to statistical model assessment: it asks the question how well a probability model, such as normal distribution, agrees with observed data. The first objective assessment this goes back Karl Pearson, writing at end nineteenth century. His famous criterion involves summing over all categories quantity count minus expected squared and divided by count. Modern approaches focus on statistics using empirical distribution function, smooth tests.