2.13.1.10 lillietest
Brief Information
Lilliefors normality test
Command Line Usage
1. lillietest irng:=col(b)
2. lillietest irng:=col(b) df:=mydf stat:=s prob:=p
X-Function Execution Options
Please refer to the page for additional option switches when accessing the x-function from script
Variables
Display
Name
|
Variable
Name
|
I/O
and
Type
|
Default
Value
|
Description
|
| Input
|
irng
|
Input
Range
|
<active>
|
Specify the input data range
|
| Statistics
|
stat
|
Output
double
|
<unassigned>
|
The computed statistic of the test
|
| Degrees of Freedom
|
df
|
Output
double
|
<unassigned>
|
Degrees of freedom of the test
|
| P-value
|
prob
|
Output
double
|
<unassigned>
|
The probability that the null hypothesis is rejected
|
Description
The function performs Lilliefors modification of the Kolmogorov-Smirnov test to determine if the null hypothesis of composite normality is a reasonable assumption regarding the population distribution of a random sample X. The Lilliefors test is based on simulation, so the significance level is restricted to  (the region tabularized by Lilliefors).
Examples
1. lillietest irng:=col(a)
This command will perform Lilliefors test on the first column, then you can type:
lillietest.=
to list the results.
2. lillietest irng:=col(b) stat:=s
This command will do lilliefors test on Col(b) and assign the test statistic value to variable .
Algorithm
Lilliefors test is adapted from the Kolmogorov-Smirnov test, and the statistics is computed in the same way as that of Kolmogorov-Smirnov test. However, the p-value is estimated by linear interpolation of the Lilliefors's table, and is different from that of Kolmogorov-Smirnov test.
Related X-Functions
swtest, kstest
Keywords:degrees of freedom
|