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An Analytic Approximation to the Distribution of Lilliefors's Test Statistic for Normality
Gerard E. Dallal and Leland Wilkinson
The American Statistician
Vol. 40, No. 4 (Nov., 1986), pp. 294-296
Stable URL: http://www.jstor.org/stable/2684607
Page Count: 3
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Table 1 corrects the critical values for testing normality reported by Lilliefors (1967). The corrected table allows us to derive a simple analytic approximation to the upper tail probabilities of his test statistic for probabilities less than .10. With few exceptions, the approximation is more accurate than Lilliefors's original table.
The American Statistician © 1986 American Statistical Association