NormalityTest.LillieforsTest Method

NormalityTestLillieforsTest Method

Performs the Lilliefors test.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0

Syntax

public double LillieforsTest()

Public Function LillieforsTest As Double

public:
double LillieforsTest()

member LillieforsTest : unit -> float

Return Value

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

Exceptions

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

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.

Reference

NormalityTest Class

Imsl.Stat Namespace