I believe AndersonDarlingTest and probably all other tests are keeping a copy of data somewhere and not freeing it: Quit[]; (*Must be run in different cell*) $HistoryLength = 0; memdata = {{MemoryInUse[], MaxMemoryUsed[]}}~Join~Table[ data = RandomVariate[ MultinormalDistribution[{0, 0}, {{1, 1/2}, {1/2, 2}}], 1000000]; dist = MultinormalDistribution[{ux, uy}, {{a, c}, {c, b}}]; AndersonDarlingTest[data, dist, {"FittedDistributionParameters", "PValue"}]; Clear@data; Clear@dist; ClearSystemCache[]; {MemoryInUse[], MaxMemoryUsed[]} , {10}]/1024.^2; ListPlot[Transpose@memdata, Joined -> True, PlotLegends -> Placed[{"MemoryInUse", "MaxMemoryUsed"}, Top], AxesLabel -> {"Iteration", "Memory (MB)"}] Questions: Am I missing something obvious or is this a bug? Just want to make sure before I report it... Is there a work around? I've been spelunking with the excelle