DataLab is a compact statistics package aiming at exploratory data analysis. Please visit the DataLab Web site for more information....


Declaration: PerformLillieforsTest (Data: TDoubleArray; IsSorted: boolean): double;
The function PerformLillieforsTest performs a test for normality according to Lilliefors. The data to be tested is contained in the array Data. The parameter IsSorted should be set to TRUE if the values in Data are already sorted in ascending order (this speeds up the calculation for long data vectors).

The function returns the Lilliefors test statistic which can be compared to the critical limit calculated by LillieforsQuantile.

Hint: The routine PerformLillieforsTest always changes the data vector.