A New Exact Runs Test for Randomness

Marilyn A. Agin and Anant P. Godbole
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Marilyn A. Agin: Michigan Technological University
Anant P. Godbole: Michigan Technological University

A chapter in Computing Science and Statistics, 1992, pp 281-285 from Springer

Abstract: Abstract Let Nn,k denote the number of recurrent success runs of length k≥2 in a sample of size n drawn with replacement from a dichotomous population. The exact distribution of Nn,k has recently been obtained in closed algorithmically simple form; we discuss the programming of these algorithms for values of n that are large, but not so large that asymptotic results can be invoked. Using the conditional distribution of Nn,k we derive a test for randomness and compare it with standard procedures based on runs, ranks, and variances. The simulation results showed that the new test is significantly more powerful in detecting certain types of clustering. Applications in neurology and reliability are provided.

Keywords: Empirical Power; Probability Letter; Cyclical Cluster; Independent Bernoulli Trial; Consecutive Component (search for similar items in EconPapers)
Date: 1992
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4612-2856-1_36

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DOI: 10.1007/978-1-4612-2856-1_36

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