Koen Vermeer wrote: > > 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?
This is a long thread. I haven't seen this particular comment in all of the pieces I've scanned, but if someone else has made it, I'm sorry for the duplication. Often, K-S like tests are of limited value because they are most sensitive to departures from normality in the center of the distribution. When normality is an issue, it usually involves behavior in the tails, which is where KS-like tests are least sensitive. . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
