Lilliefors Test for the Exponential Distribution

Objective: The objective of the Lilliefors test is used to test the null hypothesis that data come from a
normally distributed population.
Parametric Counterpart: The parametric counterpart of the Lilliefors test for normality is the
Anderson-Darling test.

Procedure:
Step 1
𝐻𝑜 : The random sample has the exponential distribution
𝐻1 : The distribution 𝑋 is not exponential
Step 2
Level of significance: 𝛼 = 0.05 (unless otherwise stated)
Step 3
Test Statistic: 𝐷 = Sup|𝑆(𝑥) − 𝐹0 ∗ (𝑥)|
𝑥
Here 𝐹0 ∗ (𝑥) is computed as 1 − 𝑒 −𝑥 ⁄𝑥̅ = 𝐹0 ∗ (𝑧) = 1 − 𝑒 −𝑧 , where 𝑥̅ is the sample mean and
𝑧 = 𝑥 ⁄𝑥̅ for each observed 𝑥.
Step 4
Calculations:
Step 5
Critical Region: Reject 𝐻𝑜 if 𝐷 > 𝐷𝑛,𝛼

Step 6
Conclusion:
Example 1
Test the null hypothesis that the data given below arose from a one parameter exponential
distribution. 1.5, 2.3, 4.2, 7.1, 10.4, 8.4, 9.3, 6.5, 2.5, 4.6.
Solution:
Step 1
𝐻𝑜 : The random sample has the exponential distribution
𝐻1 : The distribution 𝑋 is not exponential
Step 2
Level of significance: 𝛼 = 0.05
Step 3
Test Statistic: 𝐷 = Sup|𝑆(𝑥) − 𝐹0 ∗ (𝑥)|
𝑥
Here 𝐹0 ∗ (𝑥) is computed as 1 − 𝑒 −𝑥 ⁄𝑥̅ = 𝐹0 ∗ (𝑧) = 1 − 𝑒 −𝑧 , where 𝑥̅ is the sample mean and
𝑧 = 𝑥 ⁄𝑥̅ for each observed 𝑥.
Step 4
Calculations:𝑥̅ = 5.68 ⇒ 𝑧 = 𝑥 ⁄5.68
 𝑋 𝑧 = 𝑥 ⁄5.68 𝐹0 ∗ (𝑥) = 𝐹0 ∗ (𝑧) 𝑓 𝑐. 𝑓. 𝑆(𝑥) |𝑆(𝑥) − 𝐹0 ∗ (𝑧)| |𝑆(𝑥 − 𝜖) − 𝐹0 ∗ (𝑧)|
1.5 0.26 0.2321 1 1 0.1 0.1321 0.2321−0=0.2321
2.3 0.40 0.3330 1 2 0.2 0.1330 0.3330−0.1=0.2330
2.5 0.44 0.3561 1 3 0.3 0.0561 0.3561−0.2=0.1561
4.2 0.74 0.5226 1 4 0.4 0.1226 0.5226−0.3=0.2226
4.6 0.81 0.5551 1 5 0.5 0.0551 0.5551−0.4=0.1551
6.5 1.14 0.6816 1 6 0.6 0.1816 0.6816−0.5=0.1816
7.1 1.25 0.7135 1 7 0.7 0.0135 0.7135−0.6=0.1135
8.4 1.48 0.7721 1 8 0.8 0.0279 0.7721−0.7=0.0721
9.3 1.64 0.8055 1 9 0.9 0.0945 0.8055−0.8=0.0055
10.4 1.83 0.8397 1 10 1.0 0.1603 0.8397−0.9=0.0603

𝐷 = 0.2321
Step 5
Critical Region: Reject 𝐻𝑜 if 𝐷 > 𝐷𝑛,𝛼 ⇒ 𝐷 > 𝐷10,0.05 ⇒ 𝐷 > 0.258

Step 6
Conclusion: Cannot reject Ho.