Salīdzināt metodes

	Liljeforsa normalitātes tests	Andersona-Darlinga normalitātes tests
Nozare	Statistika	Statistika
Saime	Regression model	Regression model
Izcelsmes gads	1967	1952
Autors	Hubert W. Lilliefors	Anderson & Darling (1952); EDF tables by Stephens (1974)
Tips	Goodness-of-fit / normality test	Empirical distribution function (EDF) goodness-of-fit test
Pirmavots	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.
Citi nosaukumi	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
Saistītās	5	5
Kopsavilkums	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.