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IMSL Statistics Reference Guide
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Goodness of Fit
Goodness of Fit
This section contains the following topics:
General Goodness-of-fit tests
CHISQTEST Function
—Chi-squared goodness-of-fit test.
SHAPIRO_WILK_NORMALITY_TEST Function
—Performs the Shapiro-Wilk test for normality.
LILLIEFORS_NORMALITY_TEST Function
—Performs a Lilliefors test for normality.
CHI_SQUARED_NORMALITY_TEST Function
—Performs a chi-squared test for normality.
NORMALITY Function
—Shapiro-Wilk
W
test for normality.
KOLMOGOROV1 Function
—One-sample continuos data Kolmogorov-Smirnov.
KOLMOGOROV2 Function
—Two-sample continuos data Kolmogorov-Smirnov.
MVAR_NORMALITY Function
—Mardia’s test for multivariate normality.
Tests for Randomness
RANDOMNESS_TEST Function
—Runs test, Paris-serial test,
d
2
test or triplets tests.
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