[R] Lilliefors Test

[kjetil@entelnet.bo]

On 20 Oct 2003 at 7:35, Haynes, Maurice (NIH/NICHD) wrote:

> 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?

AFAIK, there is not. And there is no such argument to shapiro.test, 
so if this was a requirement for the correctness of shapiro.test, the 
implementation in ctest is wrong, which I doubt. Furthermore, from my 
limited reading about the Shapiro-Wilk test there is no reason to 
beleave this is a requirement. 


> 
> 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?

Well, yes, but it is still a (bad) test of normality, 
isnt it?

Kjetil Halvorsen

> 
> 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
> | > 
> | --------------------------------------------------------------
> | ------------
> | > Department of Statistics             Office Phone: (614) 292-1567
> | > 1958 Neil Avenue, 304E Cockins Hall  FAX: (614) 292-2096
> | > The Ohio State University            E-mail: 
> | pavlicov at stat.ohio-state.edu
> | > Columbus, OH 43210-1247              
> | www.stat.ohio-state.edu/~pavlicov
> | > 
> | > ______________________________________________
> | > R-help at stat.math.ethz.ch mailing list
> | > https://www.stat.math.ethz.ch/mailman/listinfo/r-help
> | 
> | ______________________________________________
> | R-help at stat.math.ethz.ch mailing list
> | https://www.stat.math.ethz.ch/mailman/listinfo/r-help
> |