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.