[R] Lilliefors Test

[Haynes, Maurice (NIH/NICHD)]

Is it not true that the Shapiro Wilks test implemented in the package
ctest requires the assumption that the population variance of the
variable is known?

Is it also not true that the Lilliefors is not a test of normality
as such, but is rather a correction of the p-value for the
Kolmogorov Smirnov test?

Thanks,

Maurice Haynes
National Institute of Child Health and Human Development
Child and Family Research Section
6705 Rockledge Drive
Bethesda, MD  20892
Voice: 301-496-8180
Fax: 301-496-2766
E-Mail: mh192j at nih.gov



| -----Original Message-----
| From: kjetil at entelnet.bo [mailto:kjetil at entelnet.bo]
| Sent: Friday, October 17, 2003 3:33 PM
| To: R HELP; Martina Pavlicova
| Subject: Re: [R] Lilliefors Test
| 
| 
| On 17 Oct 2003 at 13:59, Martina Pavlicova wrote:
| 
| There is shapiro.test in package ctest, which have much better power 
| properties than Lillefors test. So there is no need to have 
| Lilliefors test in R, except for archeological interest. 
| 
| Kjetil Halvorsen
| 
| > 
| > Hello everybody,
| > 
| > I would like to perform a test for normality (without specifying the
| > mean a variance) on the sample data (80 observations). I found that
| > Lilliefors test is appropriate. Does anybody have it 
| programmed already,
| > or is there a function for this test in R?
| > 
| > Thank you very much,
| > 
| > Martina Pavlicova
| > 
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| www.stat.ohio-state.edu/~pavlicov
| > 
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