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2.1.24.7.5 ocmath_lilliefors_test
Contents
Description
Function to perform a Lilliefors Normality Test.
Syntax
int ocmath_lilliefors_test( const double * pData, UINT nSize, NormTestResults * LFRes )
Parameters
- pData
- [Input] pointer to data points for Normality Test
- nSize
- [Input] size of data points.
- LFRes
- [Output] structure containing Lilliefors Normality Test results
Return
Returns STATS_NO_ERROR on successful exit or a non-zero STATS error code on failure.
Examples
Remark
Function to perform a Lilliefors Normality Test. The function performs lilliefors modification of the Kolmogorov-Smirnov test to determine if the null hypothesis of composite normality is a reasonable assumption regarding the population distribution of a random sample X. The Lilliefors test is based on simulation, so the significance level is restricted to 0.01 <= ALPHA <= 0.20 (the region tabularized by Lilliefors).
See Also
Header to Include
origin.h