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

DistributionTypeParametersTypical Use
NormalContinuousμ, σMeasurements, tolerances, natural variation
Log-NormalContinuousμ_log, σ_logCycle times, income, particle sizes
WeibullContinuousk, λLifetime, failure analysis
ExponentialContinuousλWait times, failure rates
GammaContinuousα, βWait times, aggregated Poisson processes
PoissonDiscreteλDefect counts, events per time unit
BinomialDiscreten, pPass/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-ValueAssessmentRecommendation
≥ 0.10GoodDistribution fits — do not reject
0.05 – 0.10BorderlineUse with caution, larger sample recommended
< 0.05PoorDistribution 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