ON THE POWER FUNCTION OF TESTS OF RANDOMNESS BASED ON RUNS UP AND DOWN

被引：32

作者：

LEVENE, H

机构：

来源：

ANNALS OF MATHEMATICAL STATISTICS | 1952年 / 23卷 / 01期

关键词：

D O I：

10.1214/aoms/1177729484

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

引用

页码：34 / 56

页数：23

共 17 条

Bernstein, S .

[2]

GLEISSBERG W, 1945, REV FS U ISTANBUL A, V10, P25

Kendall, MG .

[4]

KENDALL MG, 1945, J ROY STAT SOC, V108, P125

[5] The covariance matrix of runs up and down [J].

Levene, H ;

Wolfowitz, JN .

ANNALS OF MATHEMATICAL STATISTICS, 1944, 15 :58-69

[6]

LEVENE H, 1947, CONTRIBUTIONS THEORY

[7] The distribution theory of runs [J].

Mood, AM .

ANNALS OF MATHEMATICAL STATISTICS, 1940, 11 :367-392

[8] Time series significance tests based on signs of differences [J].

Moore, GH ;

Wallis, WA .

Neyman, J ;

Pearson, ES .

[10]

NEYMAN J, 1928, BIOMETRIKA, V20, P264