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Lilliefors test


In statistics, the Lilliefors test, named after Hubert Lilliefors, professor of statistics at George Washington University, is a normality test based on the Kolmogorov–Smirnov test. It is used to test the null hypothesis that data come from a normally distributed population, when the null hypothesis does not specify which normal distribution; i.e., it does not specify the expected value and variance of the distribution.

The test proceeds as follows:


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