An exact test for randomness in the non-parametric case based on serial correlation

被引：219

作者：

Wald, A ^{[1
]}

Wolfowitz, J ^{[1
]}

机构：

[1] Columbia Univ, New York, NY USA

来源：

ANNALS OF MATHEMATICAL STATISTICS | 1943年 / 14卷

关键词：

D O I：

10.1214/aoms/1177731358

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

引用

页码：378 / 388

页数：11

共 8 条

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[J]. ANNALS OF MATHEMATICAL STATISTICS, 1942, 13 : 1 - 13
[2] Tabulation of the probabilities for the ratio of the mean square successive difference to the variance
Hart, BI
Von Neumann, J
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1942, 13 : 207 - 214
[3] Serial correlation and quadratic forms in normal variables
Koopmans, T
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1942, 13 : 14 - 33
[4] Uspensky J. V., 1937, INTRO MATH PROBABILI, V1st
[5] A further remark concerning the distribution of the ratio of the mean square successive difference to the variance
Von Neumann, J
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1942, 13 : 86 - 88
[6] Distribution of the ratio of the mean square successive difference to the variance
von Neumann, J
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1941, 12 : 367 - 395
[7] WILLIAMS JD, 1943, ANN MATH STAT, V13, P239
[8] On randomness in ordered sequences
Young, LC
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1941, 12 : 293 - 300