Vertaile menetelmiä

	Lillieforsin testi normaalisuudelle	Anderson-Darlingin normaliteettitesti
Tieteenala	Tilastotiede	Tilastotiede
Menetelmäperhe	Regression model	Regression model
Syntyvuosi	1967	1952
Kehittäjä	Hubert W. Lilliefors	Anderson & Darling (1952); EDF tables by Stephens (1974)
Tyyppi	Goodness-of-fit / normality test	Empirical distribution function (EDF) goodness-of-fit test
Alkuperäislähde	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.	Anderson, T. W., & Darling, D. A. (1952). Asymptotic Theory of Certain 'Goodness of Fit' Criteria Based on Stochastic Processes. The Annals of Mathematical Statistics, 23(2), 193-212.
Rinnakkaisnimet	Lilliefors corrected Kolmogorov-Smirnov test, Lilliefors normality test, Lilliefors Testi	Anderson-Darling Normallik Testi, A-squared test, AD test, Anderson-Darling goodness-of-fit test
Liittyvät	5	5
Tiivistelmä	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.	The Anderson-Darling test is an empirical distribution function (EDF) goodness-of-fit test, introduced by Anderson and Darling in 1952, that checks whether a continuous sample comes from a specified distribution such as the normal, exponential, or Weibull. By weighting deviations more heavily in the tails, it detects departures in the distribution's extremes more powerfully than the Kolmogorov-Smirnov test.