Goodness of fit between an empirical distribution and a parametric distribution

[Francisco Mejia]

I am trying to compare several parametric distributions with an empirical data distribution.

Could you suggest some method or some statistical test that allows me to evaluate the goodness of fit?

For the parametric distributions, I have based mainly on the work done by Stephen P. Jenkins and Philippe Van Kerm.

[John Mullahy]

Francisco: If you have not already considered it, I might recommend starting with ksmirnov in which the user can specify the parametric comparison distribution against which the empirical distribution is to be compared.