The difference-sign randomness test: A review

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

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.
Original languageEnglish
Title of host publicationNTERNATIONAL CONFERENCE OF COMPUTATIONAL METHODS IN SCIENCES AND ENGINEERING 2015
PublisherAmerican Institute of Physics Inc.
Volume1702
ISBN (Print)978-0-7354-1349-8
DOIs
Publication statusPublished - 2015
Event11th International Conference of Computational Methods in Sciences and Engineering (ICCMSE 2015) -
Duration: 1 Jan 2015 → …

Publication series

NameAIP Conference Proceedings
PublisherAmerican Institute of Physics
ISSN (Print)0094-243X

Conference

Conference11th International Conference of Computational Methods in Sciences and Engineering (ICCMSE 2015)
Period1/01/15 → …

Keywords

  • Difference sign
  • Non-parametric inference
  • Randomness test

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