An (out of print) text Applied Nonparametric Statistics, Second Edition by Wayne W. Daniel (Duxbury - Pws-Kent) has three Lilliefors tables:
one for (mu unknown, sigma^2 known),
one for (mu known, sigma^2 unknown) and
one for (mu unknown, sigma^2 unknown).
The second table seems to be what you want.
Howard Kaplon
-----Original Message-----
From: Koen Vermeer [mailto:[EMAIL PROTECTED]]
Sent: Thursday, December 05, 2002 6:54 AM
To: [EMAIL PROTECTED]
Subject: Kolmogorov-Smirnov or Lilliefors for known mean and unknown
variance
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
.
.
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