An analytic approximation to the distribution of lilliefors’s test statistic for normality

American Statistician

Volumn 40, Issue 4, 1986, Pages 294-296

  Dallal, Gerard E ^a,b   Wilkinson, Leland ^c,d  

^a TUFTS UNIVERSITY   (United States)

^b TUFTS UNIVERSITY   (United States)

^c UNIVERSITY OF ILLINOIS AT CHICAGO   (United States)

^d SYSTAT Inc   (United States)

Author keywords

Kolmogorov Smimov statistic; Simulation

Indexed keywords

EID: 0001349013     PISSN: 00031305     EISSN: 15372731     Source Type: Journal    
DOI: 10.1080/00031305.1986.10475419     Document Type: Article

References (8)

1. David, H. A. (1970), Order Statistics, New York: John Wiley.
2. Hill, I. D. (1973), “Algorithm AS 66: The Normal Integral,” Applied Statistics, 22, 424-427.
3. Lilliefors, H. W. (1967), “On the Kolmogorov-Smimov Tests for Normality With Mean and Variance Unknown,” Journal of the American Statistical Association, 62, 399-402.
4. McLeod, A. I. (1985), “Remark AS R58: A Remark on Algorithm AS 183: An Efficient and Portable Pseudo-random Number Generator,” Applied Statistics, 34, 198-200.
5. Odeh, R. E., and Evans, J. O. (1974), “Algorithm AS 70: The Percentage Points of the Normal Distribution,” Applied Statistics, 23, 96-97.
6. Stephens, M. A. (1974), “EDF Statistics for Goodness of Fit and Some Comparisons,” Journal of the American Statistical Association, 69, 730-737.
7. Wichmann, B. A., and Hill, I. D. (1981), “Algorithm AS 183: An Efficient and Portable Pseudo-random Number Generator,” Applied Statistics, 31, 188-190.
8. Wilkinson, L. (1986), SYSTAT: The System for Statistics, Evanston, IL: SYSTAT, Inc.