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An analytic approximation to the distribution of Lilliefors's test statistic for normality

Опубликовано на портале: 24-06-2004
American Statistician. 1986.  Vol. 40. No. 4. P. 294-296. 
Table 1 corrects the critical values for testing normality reported by Lilliefors (1967). The corrected table allows us to derive a simple analytic approximation to the upper tail probabilities of his test statistic for probabilities less than 0.10. With few exceptions, the approximation is more accurate than Lilliefors's original table.

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