"Koen Vermeer" <[EMAIL PROTECTED]> wrote in message asneph$s5l$[EMAIL PROTECTED]">news:asneph$s5l$[EMAIL PROTECTED]... > 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
You could make your own tables based on Monte Carlo sampling. IIRC that's what Lilliefors did. . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
