(Kolmogorov-) Lilliefors (K-L) distribution

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1

Hello, does any Julia packages provides the (Kolmogorov-)Lilliefors distribution ?

This should be used in hypothesis testing when we want to perform a goodness of fit test against a generic probability family, once we have used a MLE as best fit of its specific parameters, in place of the Kolmogorov-Smirnov test.

The reference I have is as follow:

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image1369×934 133 KB

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For what i know, the standard is just a set of tables, not a distribution function, so the best way to implement that is to use a spline or something like that. There is an excel site that has the following approximation:
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