I'm trying to see how well my data fit a certain probability distribution (an exponential distribution) and I basically want to know how reliable is it to compare the the theoretical variance of the distribution and the variance of the data, to assess the goodness of fit of data to a distribution.(adsbygoogle = window.adsbygoogle || []).push({});

For example, when I plot a histogram of the data and overlay the theoretical distribution there is an extremely good fit, and this good fit is verified by a very high (~0.95) non-linear regression coefficent.

The odd thing is though when I compute the variance of the data, it is completly different to the variance of the theoretical distribution, almost double it all the time. Should this be happening, seeming as I get a very good fit with the histogram and regression??

It's just I have a very large sample size, ~10,000, so I taught if everything else fits well then the variance of the data should match the distribution??

So basically how reliable is the variance?

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# Variance and goodness of fit tests

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