Lilliefors test

returns
a test decision for the null hypothesis that the data in vector `h`

= lillietest(`x`

)`x`

comes
from a distribution in the normal family, against the alternative
that it does not come from such a distribution, using a Lilliefors
test. The result `h`

is `1`

if
the test rejects the null hypothesis at the 5% significance level,
and `0`

otherwise.

returns
a test decision with additional options specified by one or more name-value
pair arguments. For example, you can test the data against a different
distribution family, change the significance level, or calculate the `h`

= lillietest(`x`

,`Name,Value`

)*p*-value
using a Monte Carlo approximation.

[1] Conover, W. J. *Practical Nonparametric Statistics*.
Hoboken, NJ: John Wiley & Sons, Inc., 1980.

[2] Lilliefors, H. W. "On the Kolmogorov-Smirnov test
for the exponential distribution with mean unknown." *Journal
of the American Statistical Association*. Vol. 64, 1969,
pp. 387–389.

[3] Lilliefors, H. W. "On the Kolmogorov-Smirnov test
for normality with mean and variance unknown." *Journal
of the American Statistical Association*. Vol. 62, 1967,
pp. 399–402.

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