Performs the Lilliefors test.
Namespace:
Imsl.Stat
Assembly:
ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
| C# |
|---|
public double LillieforsTest() |
| Visual Basic (Declaration) |
|---|
Public Function LillieforsTest As Double |
| Visual C++ |
|---|
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 | Condition |
|---|---|
| Imsl.Stat..::.NoVariationInputException | is thrown if there is no variation in the input data |
| Imsl.Stat..::.DidNotConvergeException | is thrown if the iteration did not converge |
