  Weighted histogram in Monte-Carlo simulations is often used for the
estimation of a probability density function. It is obtained as a result of
random experiment with random events that have weights. In this paper the bin
contents of weighted histogram are considered as a sum of random variables with
random number of terms. Goodness of fit tests for weighted histograms and for
weighted histograms with unknown normalization are proposed. Sizes and powers
of the tests are investigated numerically.
