Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1149591 | Journal of Statistical Planning and Inference | 2009 | 13 Pages |
Abstract
The Möbius transformation of probability cells in a multi-way contingency table is used to partition the Pearson chi-square test of mutual independence into A-dependence statistics. A similar partition is proposed for a universal and consistent test of serial independence in a stationary sequence of a categorical variable. The partition proposed can be adapted whether using estimated or theoretical marginal probabilities. With the aim of detecting a dependence of high order in a long sequence, A-dependence terms of the partition measuring increasing lagged dependences can be combined in a Box–Pierce type test of serial independence. A real data analysis of a nucleotides sequence using the Box–Pierce type test is provided.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
M. Bilodeau, P. Lafaye de Micheaux,