March 2014
Intermediate to advanced
306 pages
5h 47m
English
Section 13.1 deals with run tests. The Wald–Wolfowitz runs test, also known as the single-sample runs test, and the runs up and down test are the most common ones. For the definition of a run please refer to the Glossary (Appendix C). Section 13.2 covers successive difference tests (tests based on the difference of consecutive observations). We introduce the von Neuman test and its rank version also known as Bartels' test. All these tests are useful to test if a dataset is sampled randomly from the same distribution.
| Description: | Tests if a sample is sampled randomly from an underlying population. |
| Assumptions: |
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| Hypotheses: | (A) Sequence is randomly generated |
| vs Sequence ... |
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