# Lilliefors test

## Lilliefors test :

The Lilliefors test is a statistical test that is used to determine whether a given data set follows a specific distribution. This test is particularly useful when dealing with small sample sizes, as it provides a more accurate assessment of the data’s distribution than other tests.
One example of the Lilliefors test is in assessing the normality of a data set. The normality of a data set refers to whether the data follows a normal distribution, which is a bell-shaped curve with a mean, median, and mode that are all equal. To test for normality, the Lilliefors test calculates the Kolmogorov-Smirnov (KS) statistic, which is the maximum difference between the cumulative distribution function of the data and the cumulative distribution function of the normal distribution. If the calculated KS statistic is smaller than a critical value, then the data is considered to be normally distributed.
Another example of the Lilliefors test is in assessing the goodness-of-fit of a data set to a specific distribution. In this case, the Lilliefors test calculates the KS statistic for the given data set and compares it to the critical value for the chosen distribution. If the calculated KS statistic is smaller than the critical value, then the data is considered to fit the chosen distribution well.
One limitation of the Lilliefors test is that it is only applicable to continuous data sets. Additionally, the test may not be accurate for small sample sizes, as the critical values are calculated based on the assumption of a large sample size. In these cases, it may be necessary to use a different statistical test to assess the data’s distribution.
Overall, the Lilliefors test is a useful tool in assessing the distribution of a given data set. It provides a quick and easy way to determine whether the data follows a specific distribution, and can help identify any potential deviations from the expected distribution.