> Is it not true that the Shapiro Wilks test implemented in the package > ctest requires the assumption that the population variance of the > variable is known?
I am not sure about this one... > Is it also not true that the Lilliefors is not a test of normality > as such, but is rather a correction of the p-value for the > Kolmogorov Smirnov test? Yes, that is right. Here is the code: null.hyp <- function(x) { ## one observation from the null distribution mu <- mean(x) sigma <- sd(x) foo <- ks.test(x=x, y="pnorm", mean = mu, sd = sigma) sim <- foo$statistic sim } create.null <- function(n=n, rep=100000){ ## creates a sample of length 'rep' from null distribution null <- numeric(rep) for(i in 1:rep){ null[i] <- null.hyp(rnorm(n)) } null } Lilliefors.test <- function(sample=data, rep){ n <- length(sample) null.dist <- create.null(n, rep) res <- list() res$statistic <- null.hyp(sample) res$p.value <- sum(null.dist>res$statistic)/rep res } Thanks, Martina Pavlicova -------------------------------------------------------------------------- Department of Statistics Office Phone: (614) 292-1567 1958 Neil Avenue, 304E Cockins Hall FAX: (614) 292-2096 The Ohio State University E-mail: [EMAIL PROTECTED] Columbus, OH 43210-1247 www.stat.ohio-state.edu/~pavlicov > | -----Original Message----- > | From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] > | Sent: Friday, October 17, 2003 3:33 PM > | To: R HELP; Martina Pavlicova > | Subject: Re: [R] Lilliefors Test > | > | > | On 17 Oct 2003 at 13:59, Martina Pavlicova wrote: > | > | There is shapiro.test in package ctest, which have much better power > | properties than Lillefors test. So there is no need to have > | Lilliefors test in R, except for archeological interest. > | > | Kjetil Halvorsen > | > | > > | > Hello everybody, > | > > | > I would like to perform a test for normality (without specifying the > | > mean a variance) on the sample data (80 observations). I found that > | > Lilliefors test is appropriate. Does anybody have it > | programmed already, > | > or is there a function for this test in R? > | > > | > Thank you very much, > | > > | > Martina Pavlicova > | > ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help