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'''Probability distribution fitting''' or simply '''distribution fitting''' is the fitting of a [[probability distribution]] to a series of data concerning the repeated measurement of a variable phenomenon.
The aim of distribution fitting is to [[prediction|predict]] the [[probability]] or to [[forecasting|forecast]] the [[Frequency (statistics)|frequency]] of occurrence of the magnitude of the phenomenon in a certain interval.
There are many probability distributions (see [[list of probability distributions]]) of which some can be fitted more closely to the observed frequency of the data than others, depending on the characteristics of the phenomenon and of the distribution. The distribution giving a close fit is supposed to lead to good predictions.
In distribution fitting, therefore, one needs to select a distribution that suits the data well.
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