Goodness of fit

The goodness of fit of a statistical model describes how well it fits a set of observations. Measures of goodness of fit typically summarize the discrepancy between observed values and the values expected under the model in question. Such measures can be used in statistical hypothesis testing, e.g. to test for normality of residuals, to test whether two samples are drawn from identical distributions, or whether outcome frequencies follow a specified distribution . In the analysis of variance, one of the components into which the variance is partitioned may be a lack-of-fit sum of squares.

The above text is a snippet from Wikipedia: Goodness of fit
and as such is available under the Creative Commons Attribution/Share-Alike License.

Need help with a clue?
Try your search in the crossword dictionary!