IMSL C# Numerical Library

NormalityTest.MaxDifference Property

Returns the maximum absolute difference between the empirical and the theoretical distributions for the Lilliefors test.

public double MaxDifference {get;}

Property Value

A double scalar containing the maximum absolute difference between the empirical and the theoretical distributions.

Remarks

Returns Double.NaN for other tests.

See Also

NormalityTest Class | Imsl.Stat Namespace