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Home›Statistics›Lilliefors Test for Normality
Regression model

Lilliefors Test for Normality

Lilliefors Test for Normality with Mean and Variance Unknown · Also known as: Lilliefors corrected Kolmogorov-Smirnov test, Lilliefors normality test, Lilliefors Testi

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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Lilliefors Test
Anderson-Darling TestFligner-Killeen TestMood's Median TestShapiro-Wilk testTwo-Sample Kolmogorov-Sm…Kernel Density EstimationKolmogorov-Smirnov Test

When to use it

Use the Lilliefors test when you need to check the normality of a single continuous variable and you do not know the population mean and variance in advance, so they must be estimated from the sample. This is the typical situation in applied work, which is why Lilliefors is preferred over the plain Kolmogorov-Smirnov test whenever parameters are unknown. It requires continuous data and at least about 5 observations, but its statistical power is very low below roughly 10 observations.

Strengths & limitations

Strengths
  • Corrects the Kolmogorov-Smirnov critical values for the case where the mean and variance are estimated from the data, avoiding the overly conservative KS test.
  • Distribution-free reference: works without assuming the parameters are known in advance.
  • Simple, fast, and applicable to both normal and exponential goodness-of-fit checks.
Limitations
  • Very low statistical power in small samples (n < 10), so it may fail to detect real departures from normality.
  • Below 5 observations the test is essentially meaningless.
  • Designed for the normal (or exponential) family with estimated parameters; it is not a general-purpose test for arbitrary distributions.

Frequently asked

How does the Lilliefors test differ from the Kolmogorov-Smirnov test?

Both compare the empirical and a theoretical CDF using the maximum absolute gap. The plain Kolmogorov-Smirnov test assumes the distribution's parameters are known in advance; when you estimate the mean and variance from the same data, those critical values become too conservative. Lilliefors recomputes the critical values for this estimated-parameter case, so it is the correct choice when parameters are unknown.

What sample size do I need?

At least about 5 observations are required, but the test has very low power below roughly 10 observations. With small samples it may fail to flag genuine non-normality, so a permutation test is preferable below 10 and bootstrap inference below 5.

What does a non-significant p-value mean?

A large p-value means there is not enough evidence to reject normality — it does not prove the data are normal. Especially in small samples, a non-significant result may simply reflect low power rather than true normality.

Can it test distributions other than the normal?

The original test targets the normal distribution with estimated mean and variance, and it is also commonly applied to the exponential distribution with an estimated rate. It is not a general goodness-of-fit test for arbitrary distributions.

Sources

  1. 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: 10.1080/01621459.1967.10482916 ↗
  2. Dallal, G. E., & Wilkinson, L. (1986). An Analytic Approximation to the Distribution of Lilliefors's Test Statistic for Normality. The American Statistician, 40(4), 294-296. DOI: 10.1080/00031305.1986.10475419 ↗

How to cite this page

ScholarGate. (2026, June 1). Lilliefors Test for Normality with Mean and Variance Unknown. ScholarGate. https://scholargate.app/en/statistics/lilliefors-test

Related methods

Anderson-Darling TestFligner-Killeen TestMood's Median TestShapiro-Wilk testTwo-Sample Kolmogorov-Smirnov Test

Which method?

Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.

  • Anderson-Darling TestStatistics↔ compare
  • Fligner-Killeen TestStatistics↔ compare
  • Mood's Median TestStatistics↔ compare
  • Shapiro-Wilk testStatistics↔ compare
  • Two-Sample Kolmogorov-Smirnov TestStatistics↔ compare
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Referenced by

Anderson-Darling TestKernel Density EstimationKolmogorov-Smirnov Test

Similar methods

Kolmogorov-Smirnov TestAnderson-Darling TestShapiro-Wilk testTwo-Sample Kolmogorov-Smirnov TestGoodness-of-FitVan der Waerden TestLevene and Brown-Forsythe TestIndependent samples t-test

Related reference concepts

Data Distribution and NormalityNormal DistributionStatistical Hypothesis TestingLikelihood-Ratio TestsGoodness of FitNonparametric Statistics

Spotted an issue on this page? Report or suggest a fix →

ScholarGate — Lilliefors Test (Lilliefors Test for Normality with Mean and Variance Unknown). Retrieved 2026-07-21 from https://scholargate.app/en/statistics/lilliefors-test · Dataset: https://doi.org/10.5281/zenodo.20539026
Quick facts
Originator
Hubert W. Lilliefors
Year
1967
Type
Goodness-of-fit / normality test
Estimator
Corrected Kolmogorov-Smirnov statistic with parameters estimated from the data
Outcome
test statistic and p-value
Related methods
Anderson-Darling TestFligner-Killeen TestMood's Median TestShapiro-Wilk testTwo-Sample Kolmogorov-Smirnov Test
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