In this paper we review the properties of the difference-sign randomness test. First we analyse the exact andasymptotic distribution of the test statistic and provide a table with values for the exact distribution function, for samples ofsize n ≤ 32. Then, we also present several moments of the statistic test, under the null hypothesis of randomness and underthe hypothesis of the existence of a linear trend. Finally, we present an illustration of the test difference-sign to a real data set.
|Name||AIP Conference Proceedings|
|Publisher||American Institute of Physics|
|Conference||11th International Conference of Computational Methods in Sciences and Engineering (ICCMSE 2015)|
|Period||1/01/15 → …|
- Difference sign
- Non-parametric inference
- Randomness test