equality-of-distributions test

[Baset Mishkat]

How can I perform Kolmogorov-Smirnov-Lilliefors test of normality test? I know that "ksmirnov'" command is for Kolmogorov-Smirnov test.
Thank you in advance

[Nick Cox]

Shapiro-Wilk is a better test. qnorm gives a more informative analysis.

[William Lisowski]

The Lilliefors alternative calculates the same statistics as the Kolomogov-Smirnov test but uses a different set of cutoffs. The discussion at the link below discusses the general procedure - run a K-S test but then use Lilliefors's table to find the critical values.

https://www.statisticshowto.datascie...lliefors-test/

With that said, as Nick points out, there are many better tests for normality. The output of help ksmirnov even directs the reader to sktest and swilk for tests of normality.

[Baset Mishkat]

Thank you for the information