Σύγκριση μεθόδων
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| Έλεγχος Kolmogorov-Smirnov× | Έλεγχος Lilliefors για Κανονικότητα× | |
|---|---|---|
| Πεδίο | Στατιστική | Στατιστική |
| Οικογένεια≠ | Hypothesis test | Regression model |
| Έτος προέλευσης≠ | 1933 | 1967 |
| Δημιουργός≠ | Andrey Nikolaevich Kolmogorov; Nikolai Vasilyevich Smirnov | Hubert W. Lilliefors |
| Τύπος≠ | Nonparametric goodness-of-fit test | Goodness-of-fit / normality test |
| Θεμελιώδης πηγή≠ | Kolmogorov, A. N. (1933). Sulla determinazione empirica di una legge di distribuzione. Giornale dell'Istituto Italiano degli Attuari, 4, 83–91. link ↗ | Lilliefors, H. W. (1967). On the Kolmogorov-Smirnov Test for Normality with Mean and Variance Unknown. Journal of the American Statistical Association, 62(318), 399-402. DOI ↗ |
| Εναλλακτικές ονομασίες≠ | KS test, K-S test, one-sample KS test, Kolmogorov-Smirnov Testi | Lilliefors corrected Kolmogorov-Smirnov test, Lilliefors normality test, Lilliefors Testi |
| Συναφείς≠ | 2 | 5 |
| Σύνοψη≠ | The Kolmogorov-Smirnov (KS) test is a nonparametric goodness-of-fit test that assesses whether a sample comes from a specified theoretical distribution, such as the normal or exponential. First formalised by Andrey Kolmogorov in 1933 and further developed by Nikolai Smirnov in 1948, it compares the empirical cumulative distribution function of the observed data against a target theoretical CDF and quantifies their maximum absolute deviation. | The Lilliefors test is a goodness-of-fit test that checks whether a continuous sample comes from a normal (or exponential) distribution when the mean and variance are unknown and estimated from the data. Introduced by Hubert W. Lilliefors in 1967, it adjusts the critical values of the Kolmogorov-Smirnov test so that they remain valid once the distribution's parameters are estimated rather than known in advance. |
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