This paper is based on an explanation of the use and description of three important goodness of fit tests that are very important part of most statistical calculations. The most often used tests are: the χ 2 Test, the Kolmogorov-Smirnov Test and the Anderson-Darling Test. Since it is necessary to know the basic continuous and discrete probability distributions in order to understand these tests and the belonging of the data to certain distributions, they are also described in the paper, together with the basic numerical indicators of random variables. The basic discrete distributions that are covered in more detail are: Uniform, Bernoulli, Binomial, Poisson, Geometric and Hypergeometric; and continuous: Normal, Uniform, Exponential and Triangular distribution. Each of the above goodness of fit tests, except as described with an explanation of the theoretical part, also contains an example of practical application in one of the many softwares that are used today for calculations in various branches of human activity, so very often in engineering and other technical sciences.