5. 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

For a sample $\left(x_1,\dots ,x_n\right)$...