On Fri, 24 May 2002 10:55:40 +1000, "Glen Barnett" <[EMAIL PROTECTED]> wrote:
> > Lisa McShine <[EMAIL PROTECTED]> wrote in message > [EMAIL PROTECTED]">news:[EMAIL PROTECTED]... > > Hello: > > > > I am looking for an *online* table of Lilliefors probabilities. I > > have done all the obvious search engine searches, so I am hoping that > > someone here knows the exact address of such a table. > > > > Failing that, a popular (well-known book) reference with the same info > > would be very helpful. I am not currently associated with a > > university, nor do I have easy access to a university library, but > > with a good reference I can request copies of what I need. > No online table, but if I recall correctly Conover had a table > for the Normal and Exponential. There would be an online > algorithm somewhere if that helps. My copy of Conover is dated 1971, and has a table for the Normal. I don't know what is in any newer edition. Page 304: "One of the principal reasons for presenting the Lilliefors test is to show how the quantiles in Table 15 were obtained." " ... Lilliefors generated random normal deviates on a high speed computer." I wonder what tests are older than that, that use cutoffs obtained from simulations. And whether this was the first table generated by a 'high speed computer'. By the way, the original references might be unreliable: Table 15 is "Adapted from Table 1 of Lilliefors (1967), with corrections." (I wonder, too, how many samples he generated.) Lilliefors citations: JASA, 1967, 62:399-402. On the Kolmogorov-Smirnov test for normality with mean and variance unknown. JASA, 1969, 64:387-389. On the Kolmogorov-Smirnov test for the exponential with mean unknown. -- Rich Ulrich, [EMAIL PROTECTED] http://www.pitt.edu/~wpilib/index.html . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
