3.11.11. statsmodels.stats.lilliefors¶
Created on Sat Oct 01 13:16:49 2011
Author: Josef Perktold License: BSD-3
pvalues for Lilliefors test are based on formula and table in
An Analytic Approximation to the Distribution of Lilliefors’s Test Statistic for Normality Author(s): Gerard E. Dallal and Leland WilkinsonSource: The American Statistician, Vol. 40, No. 4 (Nov., 1986), pp. 294-296Published by: American Statistical AssociationStable URL: http://www.jstor.org/stable/2684607 .
On the Kolmogorov-Smirnov Test for Normality with Mean and Variance Unknown Hubert W. Lilliefors Journal of the American Statistical Association, Vol. 62, No. 318. (Jun., 1967), pp. 399-402.
3.11.11.1. Functions¶
get_lilliefors_table() |
|
ksstat(x, cdf[, alternative, args]) |
Calculate statistic for the Kolmogorov-Smirnov test for goodness of fit |
kstest_normal(x[, pvalmethod]) |
Lillifors test for normality, |
lillifors(x[, pvalmethod]) |
Lillifors test for normality, |
pval_lf(Dmax, n) |
approximate pvalues for Lilliefors test of normality |