ocmath_lilliefors_test

1 Description
2 Syntax
3 Parameters
4 Return
5 Examples
6 Remark
7 See Also
8 header to Include
9 Reference

Description

Function to perform a Lilliefors Normality Test.

Syntax

int ocmath_lilliefors_test( const double * pData, UINT nSize, NormTestResults * LFRes )

Parameters

pData: [Input] pointer to data points for Normality Test
nSize: [Input] size of data points.
LFRes: [Output] structure containing Lilliefors Normality Test results

Return

Returns STATS_NO_ERROR on successful exit or a non-zero STATS error code on failure.

Examples

Remark

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).