Hi, I want to test whether a set is drawn from a normal distribution. With a Kolmogorov-Smirnov test, I can do this for known mean and variance. The Lilliefors test is essentially the same, but for unknown mean and variance (thus estimated from the data). Now, in my case, I have a known mean (zero) and unknown variance, meaning that my situation is somewhere in between Kolmogorov-Smirnov and Lilliefors. Is there a separate test for this? I haven't checked the Lilliefors paper yet, so maybe I am able to partly follow the paper and come up with a similar result for known mean and unknown variance, but if someone else has already done it, I'd rather use those results.
Any comments on this? Regards, Koen Vermeer . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
