High Quality Content by WIKIPEDIA articles! Minimum distance estimation (MDE) is a statistical method for fitting a mathematical model to data, usually the empirical distribution. Most theoretical studies of minimum distance estimation, and most applications, make use of "distance" measures which underlie already-established goodness of fit tests: the test statistic used in one of these tests is used as the distance measure to be minimised. Below are some examples of statistical tests that have been used for minimum distance estimation. The chi- square test uses as its criterion the sum, over predefined groups, of the squared difference between the increases of the empirical distribution and the estimated distribution, weighted by the increase in the estimate for that group.

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