Function to perform a Lilliefors Normality Test.
int ocmath_lilliefors_test( const double * pData, UINT nSize, NormTestResults * LFRes )
Returns STATS_NO_ERROR on successful exit or a non-zero STATS error code on failure.
Function to perform a Lilliefors Normality Test. 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 0.01 <= ALPHA <= 0.20 (the region tabularized by Lilliefors).
origin.h