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Lilliefors Statistic

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Lilliefors Statistic - The Lilliefors statistic is used in a goodness-of-fit test of whether an observed sample Distribution is consistent with Normality. The statistic measures the maximum distance between the observed distribution and a Normal Distribution with the same Mean and Standard Deviation as the Sample, and assesses whether this distance is greater than might be accounted for by chance.

Also see Lilliefors Test for Normality