Lilliefors Test for Normality

Objective: The objective of the Lilliefors test is used to test the null hypothesis that data come from a
normally distributed population.
Parametric Counterpart: The parametric counterpart of the Lilliefors test for normality is the
Anderson-Darling test.
Procedure:
Step 1
��: The sample population is normally distributed
�1 : The sample population is not normally distributed
Step 2
Level of significance: � = 0.05 (unless otherwise stated)
Step 3
Test Statistic: � = Sup � � − �0 (�)
�

Step 4
Calculations:
Step 5
Critical Region: Reject �� if � > ��,�

Step 6
Conclusion:
Example 1
A random sample of 12 persons is interviewed to estimate median annual gross income in a certain
economically depressed town. Use the most appropriate test for the null hypothesis that income data
below are normally distributed.
9800,10200,9300,8700,15200,6900,8600,9600,12200,15500,11600,7200.
Solution:
Step 1
��: The sample population is normally distributed
�1 : The sample population is not normally distributed
Step 2
Level of significance: � = 0.05
Step 3
Test Statistic: � = Sup � � − �0 (�)
�

Step 4
Calculations:
�� 124800
�= = = 10400
� 12

1 2
84600000
�= �� − � = = 2773.25
�−1 11
Data Sorted Data � − 10400 �0 (�) � �. �. � � � � − �0 (�)
�=
(�) 2773.25
9800 6900 -1.26 0.1038 1 1 1 0.0205
12 = 0.0833
10200 7200 -1.15 0.1251 1 2 2 0.0416
12 = 0.1667
9300 8600 -0.65 0.2578 1 3 3 0.0078
12 = 0.2500
8700 8700 -0.61 0.2709 1 4 4 0.0624
12 = 0.3333
15200 9300 -0.40 0.3446 1 5 5 0.0721
12 = 0.4167
6900 9600 -0.29 0.3859 1 6 6 0.1141
12 = 0.5
8600 9800 -0.22 0.4129 1 7 7 0.1704
12 = 0.5833
9600 10200 -0.07 0.4721 1 8 8 0.1946
12 = 0.6667
12200 11600 0.43 0.6664 1 9 9 0.0836
12 = 0.7500
15500 12200 0.65 0.7422 1 10 10 0.0911
12
= 0.8333
11600 15200 1.73 0.9582 1 11 11 0.0415
12
= 0.9167
7200 15500 1.84 0.9671 1 12 12 0.0329
12
= 1.0000

� = 0.1946
Step 5
Critical Region: Reject �� if � > ��,� ⇒ � > �12,0.05 ⇒ � > 0.242

Step 6
Conclusion: Cannot reject Ho.