7.
Product and Process Comparisons
7.2. Comparisons based on data from one process 7.2.1. Do the observations come from a particular distribution?


Choice of number of groups for "Goodness of Fit" tests is important  but only useful rules of thumb can be given  The test requires that the data first be grouped. The actual number of observations in each group is compared to the expected number of observations and the test statistic is calculated as a function of this difference. The number of groups and how group membership is defined will affect the power of the test (i.e., how sensitive it is to detecting departures from the null hypothesis). Power will not only be affected by the number of groups and how they are defined, but by the sample size and shape of the null and underlying (true) distributions. Despite the lack of a clear "best method", some useful rules of thumb can be given.  
Group Membership  When data are discrete, group membership is unambiguous. Tabulation or cross tabulation can be used to categorize the data. Continuous data present a more difficult challenge. One defines groups by segmenting the range of possible values into nonoverlapping intervals. Group membership can then be defined by the endpoints of the intervals. In general, power is maximized by choosing endpoints such that group membership is equiprobable (i.e., the probabilities associated with an observation falling into a given group are divided as evenly as possible across the intervals). Many commercial software packages follow this procedure.  
Ruleofthumb for number of groups  One ruleofthumb suggests using the value 2n^{2/5 }as a good starting point for choosing the number of groups. Another well known ruleofthumb requires every group to have at least 5 data points.  
Computation of the chisquare goodnessoffit test  The formulas for the computation of the chisquare goodnesoffit test are given in the EDA chapter. 