Goodness-of-Fit

Goodness-of-Fit (GWU EMSE-271)
Index | Topics (Logical Lectures) | Lectures | Problems | Readings | References | Concepts


 * Quick Answer(s):** (EMSE 280, Spring 2009)
 * 1) Goodness of fit is used to determine how well a "distribution" explains the observed data. - pws
 * 2) "The **goodness of fit** of a [|statistical model] describes how well it fits a set of observations." - [|Wikipedia]


 * Why (** What? TBD): Because using the t-test, Chi-squared and F-test, need to assume normal distiribution (for small sample sizes). Goodness-of-Fit tests //fitted// data to see if normal.


 * Methods:** Method-of-Moments, Maximum Likelihood Estimation, ( Chi-Squared Goodness-of-Fit (Session 4) ), Regression - R**2** (Session 9)

Sources:**
 * EMSE 271, Fall 2009 (Slide 84, now 85)
 * EMSE 280, Spring 2009