Test an assumed probability distribution for the parent distribution

Here again, there are many so-called tests of adequacy or fit to a theoretical distribution (Chi ² , Kolmogorov or Cramer-von Mises for the most general – see bibliography), especially when this distribution is normal. The aim is to assess whether or not an observed distribution (histogram) can be estimated by a related theoretical probability distribution. We present here the Chi-square adequacy test, which is undoubtedly the most widely used. However, it is common practice to confirm the result of this test of fit by the Kolmogorov test.

Tool

Simulation of a random phenomenon and construction of histograms