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
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Variable Name
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I/O and Type
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Default Value
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Description
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Input
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irng
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Input
Range
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<active>
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Specify the input data range
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Statistics
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stat
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Output
double
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<unassigned>
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The computed statistic of the test
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Degrees of Freedom
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df
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Output
double
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<unassigned>
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Degrees of freedom of the test
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P-value
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prob
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Output
double
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<unassigned>
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The probability that the null hypothesis is rejected
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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
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