The SDL Component Suite is an industry leading collection of components supporting scientific and engineering computing. Please visit the SDL Web site for more information....


Home MathPack Statis Functions Tests LillieforsPValue
See also: KSPValue, LillieforsQuantile, PerformLillieforsTest 

LillieforsPValue

Unit: SDL_statis
Class: none
Declaration: function LillieforsPValue (NumData: integer; KSD: double): double;

The function LillieforsPValue returns the p-value corresponding to the Lilliefors statistic KSD, given that the size of the sample is NumData.

Hint: Although the accuracy of the calculation of the p-value by this approximation is better than Lilliefors' original table, the obtained p values are typically accurate only to three decimal places. Further, if the estimated p-value is greater than 0.1 the accuracy of the estimation is unknown. It is therefore recommended to denote p-values greater than 0.1 by "p > 0.1" or a similar statement.


Last Update: 2023-Feb-06