Goodness of fit

SIMULACIÓN DE PROCESOS DISCRETOS

MC VICTOR ALEJANDRO HUERTA TORRUCO
A scatter plot, plots data
points that were collected
sequentially. If the data is
independent, the scatter
plot will look randomly
distributed. However, if the
data shows a trend line, the
data shows either a positive
or a negative correlation
depending on the slope of
the trend.
Is a statistical procedure that test if a string of data is occurring
randomly. A list of truly random numbers should have about equal
numbers above and below the median and should only have a
few instances where a sequence of numbers is ascending of
descending.

1. Test of numbers above and below the median.

2. Turning points

H0 = Data is random
H1= Data is not random
Exercise
Goodness of fit
tests
Exercise

▪Normality Test
▪ Random Variable Generator
 Statistical Hypothesis Test
Null Hypothesis (H0)
 Data fits the theoretical probability function X.
Alternative Hypothesis(H1)
 Data does not fit the theoretical probability function X.
Significance level
 Alpha value such as 0.1,0.05 o 0.001

Rejection region
 If the p-value >= Alpha, do not reject H0 and do reject H1.
While the test statistic can be useful, the p-value is more useful in determining the
goodness of fit. The p-value is defined as the probability that another sample will be
as unusual as the current sample given that the fit is appropriate.

A small p-value indicates that the sample is highly unlikely, and, therefore, the fit
should be rejected. Conversely, a high p-value indicates that the sample is likely
and would be repeated and, therefore, the fit should not be rejected. Thus, the
HIGHER the p-value, the more likely the fit is appropriate. When comparing two
different fitted distributions, the distribution with the higher p-value is likely to be the
better fit.
Exercise
 Thanks for your
attention

MC VICTOR ALEJANDRO HUERTA TORRUCO