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릴리포스 정규성 검정×이표본 콜모고로프-스미르노프 검정×
분야통계학통계학
계열Regression modelRegression model
기원 연도19671948
창시자Hubert W. LillieforsN. V. Smirnov
유형Goodness-of-fit / normality testNonparametric two-sample distribution test
원전Lilliefors, 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 ↗Smirnov, N. V. (1948). Table for Estimating the Goodness of Fit of Empirical Distributions. Annals of Mathematical Statistics, 19(2), 279-281. DOI ↗
별칭Lilliefors corrected Kolmogorov-Smirnov test, Lilliefors normality test, Lilliefors TestiKS two-sample test, two-sample KS test, İki Örneklem Kolmogorov-Smirnov Testi
관련53
요약The 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 two-sample Kolmogorov-Smirnov test is a nonparametric procedure that asks whether two independent groups are drawn from the same continuous distribution. Building on Smirnov's 1948 tables, it compares the empirical cumulative distribution functions (CDFs) of the two samples and uses their maximum absolute distance as the test statistic.
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