The goodness-of-fit statistic reports a measure of the deviation of the fitted distribution from the input data. As mentioned earlier, the smaller the fit statistic is, the better the fit. But how small a value is needed for a "good" fit? For fits to sample data, this section explains how P-values and critical values can be used to analyze the "goodness" of a fit.
For the discussion below, suppose we have a distribution fitted to a set of N sampled values, and a corresponding fit statistic, s.
Calculation Methods in BestFit
