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Lilliefors Statistic

Lilliefors Statistic

Statistical Glossary

Lilliefors Statistic:

The Lilliefors statistic is used in a goodness-of-fit test of whether an observed sample distribution is consistent with normality. The statistic measures the maximum distance between the observed distribution and a normal distribution with the same mean and standard deviation as the sample, and assesses whether this distance is greater than might be accounted for by chance.

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