On Thu, 05 Dec 2002 23:46:10 +0000, Cy Edmunds wrote: >> 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. > You could make your own tables based on Monte Carlo sampling. IIRC that's > what Lilliefors did.
That is indeed what he did. And Dallal and Wilkinson did it again some 20 years later to get more accurate values. I could do that, but, as stated above, if someone else has already done it, why bother... Besides, I am not a true statistician, so if someone has written a paper on it, it would probably contain useful comments that I won't think of myself even if I do the simulation myself. But maybe there is no other way... 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/ . =================================================================
