ABSTRACT

This important class of tests helps to determine whether a sample is drawn from a hypothetical distribution or whether two samples come from the same distribution (Davis, 2002, pp. 92-96). As in other chapters, we will use cdf to refer to the cumulative distribution function F(x). Goodness of fit (GOF) tests can be applied to one sample or to two samples depending on the question that we seek to answer. We will cover the χ2 or chi-square test, the Shapiro-Wilk test, and the KolmogorovSmirnov or K-S test.