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A New Exact Runs Test for Randomness

In: Computing Science and Statistics

Author

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  • Marilyn A. Agin

    (Michigan Technological University)

  • Anant P. Godbole

    (Michigan Technological University)

Abstract

Let Nn,k denote the number of recurrent success runs of length k≥2 in a sample of size n drawn with replacement from a dichotomous population. The exact distribution of Nn,k has recently been obtained in closed algorithmically simple form; we discuss the programming of these algorithms for values of n that are large, but not so large that asymptotic results can be invoked. Using the conditional distribution of Nn,k we derive a test for randomness and compare it with standard procedures based on runs, ranks, and variances. The simulation results showed that the new test is significantly more powerful in detecting certain types of clustering. Applications in neurology and reliability are provided.

Suggested Citation

  • Marilyn A. Agin & Anant P. Godbole, 1992. "A New Exact Runs Test for Randomness," Springer Books, in: Connie Page & Raoul LePage (ed.), Computing Science and Statistics, pages 281-285, Springer.
    • Handle: RePEc:spr:sprchp:978-1-4612-2856-1_36
    DOI: 10.1007/978-1-4612-2856-1_36
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