Distribution Fit
Fit data to multiple distributions and rank by Goodness-of-Fit test
Methodology
Distribution fitting tests which statistical distribution best matches a given dataset. This module tests 7 distributions: Normal, Log-Normal, Weibull, Exponential, and Gamma (continuous) plus Poisson and Binomial (discrete).
Workflow
- Detect data type: auto-detection (all integers → discrete, otherwise continuous) or manual selection
- Parameter estimation: Maximum Likelihood / Method of Moments for each distribution
- Goodness-of-Fit: Kolmogorov-Smirnov (continuous) or Chi-Squared (discrete)
- Ranking by p-value: highest p-value = best fit
- Normality deep-dive: Shapiro-Wilk, Anderson-Darling, Jarque-Bera, D'Agostino-Pearson
Tested Distributions
| Distribution | Type | Parameters | Typical Use |
|---|---|---|---|
| Normal | Continuous | μ, σ | Measurements, tolerances, natural variation |
| Log-Normal | Continuous | μ_log, σ_log | Cycle times, income, particle sizes |
| Weibull | Continuous | k, λ | Lifetime, failure analysis |
| Exponential | Continuous | λ | Wait times, failure rates |
| Gamma | Continuous | α, β | Wait times, aggregated Poisson processes |
| Poisson | Discrete | λ | Defect counts, events per time unit |
| Binomial | Discrete | n, p | Pass/Fail, scrap rate |
Example
A manufacturing process produces cycle times in seconds. The data shows right skewness — typical for log-normal distributions.
- Load dataset (example: cycle times)
- Run analysis → ranking shows Log-Normal as best fit
- K-S test p-value > 0.10 → distribution fits well
- Normality deep-dive shows Normal is rejected
Result: For control charts and capability analysis, data should be log-transformed before applying standard methods.
Interpretation
p-Value Assessment
| p-Value | Assessment | Recommendation |
|---|---|---|
| ≥ 0.10 | Good | Distribution fits — do not reject |
| 0.05 – 0.10 | Borderline | Use with caution, larger sample recommended |
| < 0.05 | Poor | Distribution does not fit — reject |
Normality Consensus
The module runs four specialized normality tests and forms a consensus verdict. Shapiro-Wilk is the gold standard for small samples, Anderson-Darling is especially sensitive in the distribution tails, Jarque-Bera is an asymptotic test based on skewness and kurtosis (ideal for n > 30), and D'Agostino-Pearson reveals why normality fails (skewness vs. kurtosis).
Common Pitfalls
- Small sample size: GOF tests have low power when n < 30. A non-significant result does not mean the distribution fits.
- Multiple testing: 7 distributions are tested simultaneously — the best fit may look good by chance. Always check substantive plausibility.
- Ignoring data type: Poisson/Binomial only meaningful for integer count data. Do not test continuous data as discrete.
- p > 0.05 ≠ proof: A high p-value does not prove the distribution is correct — it only says the data do not contradict it.
- Outliers: Individual extreme values can heavily bias parameter estimates. Check for outliers before fitting.
Examples
This module ships with the following example datasets — load any of them in the app with a single click.
Available in the following cycles
- DMAIC: Analyze
- DMADV: Analyze
- 8D: D4 — Root Cause Analysis