This lesson explains the Kolmogorov-Smirnov / Lilliefors normality test.

In quality management and especially statistical quality control, many calculation methods require a normal distribution of the values—one example is some quality control charts.

Various methods can be used to test whether a normal distribution is present.

This lesson discusses the Kolmogorov-Smirnov / Lilliefors normality test.

I will show the whole calculation in Excel and create the chart shown here.

On the one hand, the Kolmogorov-Smirnov test can be used to check whether two samples have an identical but unknown distribution. This is called a two-sample test.

On the other hand, whether a sample follows a previously defined probability distribution can be checked. This is called a one-sample test.


I wish you much success,

Rolf Ihde