Lillietest (H=0 and P=0) : How to interpret this result?

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Winning
Winning 2011-6-23
I run Lilliefors test against my data (lillietest) to see if it comes from the location family of exponential distribution.
[h,p]=lillietest(data,0.05,'exp');
I got H=0 (null hypothesis is accepted) while p is zero. I don't understand how p-value is zero while the null hypothesis is accepted. Can you help me to interpret this result?
  2 个评论
Winning
Winning 2011-6-24
I also noticed that kstat value is NaN while critval is 0.0908.
Andrew Newell
Andrew Newell 2011-6-25
What version of MATLAB do you have? In R2010b, it doesn't seem possible to get kstat=NaN by any means short of setting it in the debugger.

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回答（1 个）

bym
bym 2011-6-23
Are you sure you are not assigning p to another variable? according to the documentation it should return a value between [.001 .50] unless you use the mctol option.
  2 个评论
Winning
Winning 2011-6-24
I am pretty sure. I also tried to set MCTOL.
>> [h,p]=lillietest(data,0.05,'exp',0.001)
h =
0
p =
0
>> [h,p]=lillietest(data,0.05,'exp',0.0001)
h =
0
p =
0

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