Non-parametric randomness tests based on success runs of fixed length

M. V. Koutras and V. A. Alexandrou

Statistics & Probability Letters, 1997, vol. 32, issue 4, 393-404

Abstract: Let Xn be a random variable enumerating the number of appearances of a specific pattern in a sequence of n Bernoulli trials. A new method is presented for obtaining the conditional distribution of Xn given the number of successes in the n trials. The method is applied to three fixed-length run statistics and the results are used for establishing and investigating certain non-parametric tests of randomness.

Keywords: Bernoulli; trials; Success; runs; Non-parametric; tests; of; randomness; Markov; chain; imbeddable; variables; Generating; functions (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (11)

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