Kolmogorov–Smirnov test for normality with mean and sd estimated from the sample (Lilliefors).
D = max over the sample of |F̂(x) − Φ(z)| using both step sides; the p-value follows the
Dallal & Wilkinson (1986) approximation as implemented in R's nortest::lillie.test (Minitab's
KS normality test uses the same estimated-parameter statistic).
Kolmogorov–Smirnov test for normality with mean and sd estimated from the sample (Lilliefors). D = max over the sample of |F̂(x) − Φ(z)| using both step sides; the p-value follows the Dallal & Wilkinson (1986) approximation as implemented in R's nortest::lillie.test (Minitab's KS normality test uses the same estimated-parameter statistic).