When presented with a collection of data from operations or production, many will start their analysis by computing descriptive statistics and fitting a probability model to the data. But before you do this, there’s an easy test that you need to perform.

This test will quantify the chances that you can successfully fit any probability model to your data. By using this simple test to examine the assumptions behind all probability models, you can avoid making serious mistakes. This column will illustrate this test and explain why it works.

Example 1

The data in Figure 1 are 200 sequential values obtained over time from a single process. The average is 12.86, and the standard deviation statistic is s = 3.462. The histogram is shown in Figure 2.

Figure 1: Example 1 data

Figure 2: Histogram of the 200 values of Example 1

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