stats.diagnostic.lilliefors()

statsmodels.stats.diagnostic.lilliefors

statsmodels.stats.diagnostic.lilliefors(x, pvalmethod='approx')

lilliefors test for normality,

Kolmogorov Smirnov test with estimated mean and variance

Parameters:

x : array_like, 1d

data series, sample

pvalmethod : ‘approx’, ‘table’

‘approx’ uses the approximation formula of Dalal and Wilkinson, valid for pvalues < 0.1. If the pvalue is larger than 0.1, then the result of table is returned ‘table’ uses the table from Dalal and Wilkinson, which is available for pvalues between 0.001 and 0.2, and the formul