Revisiting the two-sample runs test

• Ludwig Baringhaus ^[1] ; Norbert Henze ^[2]
  1. [1] University of Hannover

     University of Hannover

     Region Hannover, Alemania

     
  2. [2] Institut für Stochastik
• Localización: Test: An Official Journal of the Spanish Society of Statistics and Operations Research, ISSN-e 1863-8260, ISSN 1133-0686, Vol. 25, Nº. 3, 2016, págs. 432-448
• Idioma: inglés
• Texto completo no disponible (Saber más ...)
• Resumen

  • We give new representations for the two-sample runs test statistic, derive explicit expressions of its mean and variance also in the general non-null case, and present an elementary proof of the consistency of the runs test.