1. A diagnostic device comprising: a receiving means for receiving process variable values of a process variable of a process medium of a process, a measurement processing means for extracting and recording measurement statistics data from such process variable values, which are measured during a measuring phase, a training processing means for extracting and recording training statistics data from such process variable values which are measured during a training phase, for calculating a training empirical statistical distribution whereby the distribution is a distribution of a function of process variable values which are measured during a training phase, and for calculating a training analytical distribution function approximating the training empirical statistical distribution, and a comparison means for comparing the measurement statistics data with training statistics data recorded before the measurement statistics data, wherein the measurement statistics data comprise a measurement empirical statistical distribution, which is a distribution of a function of such process variable values, which are measured during a measuring phase, and wherein the training statistics data comprise the training analytical distribution function, and wherein the comparison means outputs a failure indication when a confidence level derived from a statistical test of a consistency of the measurement empirical statistical distribution with the training analytical distribution function is below a prescribable threshold value.