منابع مشابه
Nonparametric Tests for Independence
Glossary Hypothesis A hypothesis is a statement concerning the (joint) distribution underlying the observed data. Nonparametric test In contrast to a parametric test, a nonparametric test does not presume a particular parametric structure concerning the data generating process. Serial dependence Statistical dependence among time series observations.
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To decide whether a given sequence is “truely” random, or independent and identically distributed, we need to resort to nonparametric tests for randomness. Six tests: the ordinary run test, the sign test, the runs up and down test, the Mann-Kendall test, the Bartels’ rank test and the test based on entropy estimators are introduced in this report and their weaknesses are analyzed. Combining the...
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ژورنال
عنوان ژورنال: Nature Methods
سال: 2014
ISSN: 1548-7091,1548-7105
DOI: 10.1038/nmeth.2937