Lilliefors Confidence Bounds in Q-Q Plot (Normal Quantile Plot)

[#1]

Hi,

I would like to know the theory behind Lilliefors Confidence Bounds of Q-Q plot (in JMP 16). I did not find any related resources after checking JMP online documentation and  doing research over the internet. It would be helpful if anyone can provide any related statistical concepts or coding. 

Thanks!

[#2]

The JMP 16 doc references 'Conover, W. J. (1980). Practical Nonparametric Statistics. New York: John Wiley & Sons'. I think it all started here.

[#3]

is it possible to change alpha for Lilliefors Confidence Bounds in Q-Q? 

The standard one is 5%?