3.11.11.1.5. statsmodels.stats.lilliefors.pval_lf

statsmodels.stats.lilliefors.pval_lf(Dmax, n)

approximate pvalues for Lilliefors test of normality

This is only valid for pvalues smaller than 0.1 which is not checked in this function.

Parameters:

Dmax : array_like

two-sided Kolmogorov-Smirnov test statistic

n : int or float

sample size

Returns:

p-value : float or ndarray

pvalue according to approximation formula of Dallal and Wilkinson.

Notes

This is mainly a helper function where the calling code should dispatch on bound violations. Therefore it doesn’t check whether the pvalue is in the valid range.

Precision for the pvalues is around 2 to 3 decimals. This approximation is also used by other statistical packages (e.g. R:fBasics) but might not be the most precise available.

References

DallalWilkinson1986