[R] Normal distribution (Lillie.test())

[Moshe Olshansky]

Hi,

As far as I understand, D is the value of (Kolmogorov-Smirnov) statistic and p-value is the probability to get that (or greater) value for normally distributed variables (so in your case you would most probably reject the hypothesis that your data is normal).

--- On Tue, 23/2/10, Bosken <jens.bossaert at kahosl.be> wrote:

> From: Bosken <jens.bossaert at kahosl.be>
> Subject: [R] Normal distribution (Lillie.test())
> To: r-help at r-project.org
> Received: Tuesday, 23 February, 2010, 7:22 AM
> 
> Hi all,
> 
> I have a dataset of 2000 numbers ( it's noise measured with
> a scoop )
> 
> Now i want to know of my data is normal distributed
> (Gaussian distribution).
> 
> I did already:
> 
> - 68-95-99.7 test
> - Q-Q-plot
> 
> and now i used "nortest library" and the Lilli.test()
> 
> However i don't understad the output?
> 
> lillie.test(z)
> 
>     Lilliefors (Kolmogorov-Smirnov)
> normality test
> 
> data:  z 
> D = 0.0218, p-value = 0.0278
> 
> I read wiki, but still can understand it..
> 
> Can anyone, give an explanation of my output D and
> p-value?
> 
> Thanks in advance
> 
> Gr. Bosken
> 
> 
> 
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