What is the explanation that the Chi-Squared Goodness of Fit Test can be used to determine if a observed distribution equals an other distribution unnecessary of the kind of this distribution.
I know that there is a link to the central limit theorem - respectivelly the central limit theorem is used to explain why this is valid -.
I know the essence of the central limit theorem and also of the Chi-Squared test but I dont't get the link.
A thinking barrier for me is that the definition of the Chi-Squared distribution sais that it is the sum of squared normally distributed deviates. So WHY can I use the Chi-Squared test to test NON NORMAL distributed distributions?