With continuous distributions, Regress+ can show a "probability plot" graphically illustrating goodness-of-fit. This plot is analogous to the old "normal probability paper" commonly used before computers were invented. Regress+ generalizes this capability to include all of its continuous distributions, not just the Normal distribution.

The data are the black dots and the optimum model is the gray line. Obviously, one would like to see all of the points on the line. However, the tails of a dataset hardly ever fall on this line. This is to be expected since, by themselves, they constitute a very small sample and small samples have large variance.

The plot shown here is, in fact, quite acceptable with the K-S statistic in the 69th (bootstrapped) percentile.

This dataset is one of the examples included in the Regress+ software package.