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--- kb:kolmogorov-lilliefors_test [2021-05-05 01:03] – ↷ Page moved from kb:probstat:kolmogorov-lilliefors_test to kb:kolmogorov-lilliefors_test jaeyoung
+++ kb:kolmogorov-lilliefors_test [2024-04-30 04:03] (current) – external edit 127.0.0.1
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 ====== Kolmogorov-Lilliefors test ======
-The Kolmogorov-Lilliefors Test tests if a random variable follows a certain family of distributions (e.g. Gaussian). Donsker's theorem is no longer valid, which means that [[kb:probstat:kolmogorov-smirnov_test|Kolmogorov-Smirnov]] values will no longer work. We also cannot plug in estimators from the data into the potential distribution that we are testing against, because that would result in conclusions that are too conservative.
+The Kolmogorov-Lilliefors Test tests if a random variable follows a certain family of distributions (e.g. Gaussian). Donsker's theorem is no longer valid, which means that [[kb:kolmogorov-smirnov_test|Kolmogorov-Smirnov]] values will no longer work. We also cannot plug in estimators from the data into the potential distribution that we are testing against, because that would result in conclusions that are too conservative.
 ===== Hypothesis test setup =====