Goodness-of-fit statistics
main topics
    
 

Minitab displays up to two goodness-of-fit statistics to help you compare the fit of distributions.

·    Anderson-Darling statistic for the maximum likelihood and least squares estimation methods.

·    Pearson correlation coefficient for the least squares estimation method.

The Anderson-Darling statistic is a measure of how far the plot points fall from the fitted line in a probability plot. The statistic is a weighted squared distance from the plot points to the fitted line with larger weights in the tails of the distribution. Minitab uses an adjusted Anderson-Darling statistic, because the statistic changes when a different plot point method is used. A smaller Anderson-Darling statistic indicates that the distribution fits the data better.

The Pearson correlation measures the strength of the linear relationship between the X and Y variables on a probability plot. The correlation will range between 0 and 1, with higher values indicating a better fitting distribution.