IMSL C# Numerical Library

NormalityTest.LillieforsTest Method 

Performs the Lilliefors test.

public double LillieforsTest();

Return Value

A double scalar containing the p-value for the Lilliefors test.

Remarks

Probabilities less than 0.01 are reported as 0.01, and probabilities greater than 0.10 for the normal distribution are reported as 0.5. Otherwise, an approximate probability is computed.

Exceptions

Exception Type Condition
NoVariationInputException is thrown if there is no variation in the input data
DidNotConvergeException is thrown if the iteration did not converge

See Also

NormalityTest Class | Imsl.Stat Namespace