This week, thanks to Amazon, who replaced my unreadable Kindle copy of David W Miller's Fitting Frequency Distributions: Philosophy and Practice with a dead-tree version that could easily be used as a weapon such is its heft (and assuming you had the strength to wield it), I've been reminded of the importance of motivating my distributional choices with a plausible narrative. It's not good enough, he contends, to find that, say, a Gamma Distribution fits your data set really well, you should be able to explain why it's an appropriate choice from first principles.