Even though the LF statistic is the same as the Ks statistic, the table for the critical values is different which leads to a diferent conclusion about the normality of a data (Mendes &Pala,2003). The table of critical values for this test can be found in Table A15 of thetextbook written by Conover (19990.If D exceeds the corresponding critical value in the table, then the null hypothesis is rejected. This simulation study use the LILLF subroutine given in the FORTRAN IMSL libraries.