Texto da ajuda do R
The Lilliefors (Kolomorov-Smirnov) test is the most famous EDF omnibus test for
normality. Compared to the Anderson-Darling test and the Cramer-von Mises test
it is known to perform worse. Although the test statistic obtained from
lillie.test(x)
is the same as that obtained from ks.test(x,
"pnorm", mean(x), sd(x))
, it is not correct to use the p-value from the
latter for the composite hypothesis of normality (mean and variance unknown),
since the distribution of the test statistic is different when the parameters
are estimated.
Minha base de dados consiste de uma amostra de
tempos de reparo de equipamentos e tempos de operação (um vetor para
cada). Neste caso o mais adequado é o lillie.test?