Goodness-of-fit test

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A statistical test for goodness of fit. The essence of such a test is the following. Let be independent identically-distributed random variables whose distribution function is unknown. Then the problem of statistically testing the hypothesis that for some given distribution function is called a problem of testing goodness of fit. For example, if is a continuous distribution function, then as a goodness-of-fit test for testing one can use the Kolmogorov test.

See also Non-parametric methods in statistics.

How to Cite This Entry:
Goodness-of-fit test. Encyclopedia of Mathematics. URL:
This article was adapted from an original article by M.S. Nikulin (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article