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Lilliefors Test - distributions other than normal distribution

Colonel Sanders · 2013-02-15 09:55:12

Hi Can Lilliefors test be used to test if data comes for a distribution other than a normal distribution? The test statistic is the same as the K-S test statistic (which can be shown to be independent of F() ). However any reference online refers to "Lilliefors test for normality" K-S can't be used in my example as I'm…

15-02-2013 9:55am

#1

Colonel Sanders

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Join Date: June 2006

Posts: 7362

Hi

Can Lilliefors test be used to test if data comes for a distribution other than a normal distribution?

The test statistic is the same as the K-S test statistic (which can be shown to be independent of F() ). However any reference online refers to "Lilliefors test for normality"

K-S can't be used in my example as I'm estimating parameters from my data

Thanks for any advice

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