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

ExceptionCondition
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

See Also