Revisiting the two-sample runs test

Ludwig Baringhaus () and Norbert Henze ()
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Ludwig Baringhaus: Leibniz Universität Hannover
Norbert Henze: Institut für Stochastik

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2016, vol. 25, issue 3, No 3, 432-448

Abstract: Abstract We give new representations for the two-sample runs test statistic, derive explicit expressions of its mean and variance also in the general non-null case, and present an elementary proof of the consistency of the runs test.

Keywords: Two-sample tests; Runs; Consistency; Fixed alternative; 62G10; 62G20 (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1007/s11749-015-0463-1

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