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Unit: SDL_statis
Class: none
Declaration: function LillieforsPValue (NumData: integer; KSD: double): double;

The function LillieforsPValue returns the p-value corresponding to the Lilliefors statistic KSD, given that the size of the sample is NumData.

Hint: Although the accuracy of the calculation of the p-value by this approximation is better than Lilliefors' original table, the obtained p values are typically accurate only to three decimal places. Further, if the estimated p-value is greater than 0.1 the accuracy of the estimation is unknown. It is therefore recommended to denote p-values greater than 0.1 by "p > 0.1" or a similar statement.

Last Update: 2012-Oct-20