کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1148951 957857 2011 10 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A test statistic for weighted runs
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
A test statistic for weighted runs
چکیده انگلیسی
A new test statistic based on runs of weighted deviations is introduced. Its use for observations sampled from independent normal distributions is worked out in detail. It supplements the classic χ2 test which ignores the ordering of observations and provides additional sensitivity to local deviations from expectations. The exact distribution of the statistic in the non-parametric case is derived and an algorithm to compute p-values is presented. The computational complexity of the algorithm is derived employing a novel identity for integer partitions.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 141, Issue 11, November 2011, Pages 3437-3446
نویسندگان
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