Hubert Lilliefors Memorial Session

• Activity Number: 546
• Type: Invited
• Date/Time: Thursday, August 6, 2009 : 8:30 AM to 10:20 AM
• Sponsor: Memorial
• Author(s): Reza Modarres*+ and Bob Smythe*+ and Fritz Scheuren*+ and Robert Shumway*+ and Nozer Singpurwalla*+
• Companies: The George Washington University and Oregon State University and NORC at the University of Chicago and University of California, Davis and The George Washington University

Abstract

The late professor Hubert Lilliefors finished his PhD under the supervision of professor Solomon Kullback in mid 1960s, when Lilliefors joined the Department of Statistics at the George Washington University (GWU). Well-known for his work on the Kolmogorov-Smirinov test for normality Lilliefors solved the problem of how to conduct a test when the parameters are unknown, in particular how to test for an exponential distribution with an unknown mean. Hugh was one of the early pioneers in applying computer intensive methods to solve important practical problems. Later to be called the Lilliefors test of normality and exponentially, the Monte Carlo method he introduced is now well recognized as a parametric bootstrap and draws countless citations from all fields of study from astronomy to zoology. Hugh retired from the GWU Department of Statistics in 2001.