A quantile-Quantile plot for graphical comparison is best, if you need a
numerical test you can use the pearson correlation coefficient between
the observed and expected quantiles. A table for that test you can  ake
for yourself with simulation. 

Kjetil Halvorsen

Chia C Chong wrote:
> 
> Hi!!
> 
> I have a set of data with some kind of distribution. When I plotted the
> histogram density of this set of data, it looks sth like the
> Weibull/Exp/Gamma distribution. I find the parameters that best fit the data
> and then, plot the respective distribution using the estimated parameters on
> the empirical distribution. My question is, what kind of statistical test
> that I should use so that I will know which estimated distribution will fit
> the data better?? I need some kind of test that will give me some numerical
> values which distribution is fit better rather than just observed the
> fitting graphically..
> 
> Thanks for th help in advance..
> 
> Regards,
> CCC
> 
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