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Adaptive positive and negative runs test.
- Source :
-
Journal of Statistical Computation & Simulation . May2018, Vol. 88 Issue 7, p1314-1335. 22p. - Publication Year :
- 2018
-
Abstract
- As a nonparametric randomness test, the positive and negative runs test is widely used in practice due to the simplicity of its procedures. The test can lose efficiency if the alternative distribution is symmetrical at 0.5. In addition, the test can only be applied to test the randomness of a sequence from the uniform distribution. In this paper, we introduce an adaptive positive and negative runs test method to maximize the power function by choosing the optimal cut point. Also, the test is extended to check the randomness of a sequence generated from any other given distributions. Furthermore, we derive the exact distribution and obtain the asymptotical critical values of the proposed test statistics. Compared with the existed test, the efficiency of the proposed adaptive positive and negative runs test is competitive through simulation study. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00949655
- Volume :
- 88
- Issue :
- 7
- Database :
- Academic Search Index
- Journal :
- Journal of Statistical Computation & Simulation
- Publication Type :
- Academic Journal
- Accession number :
- 128358507
- Full Text :
- https://doi.org/10.1080/00949655.2018.1430802