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Tests based on run length for two samples

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Domański C., Tomaszewicz A. S., University of Łódź I. o. E. a. S.
Acta Universitatis Lodziensis. Folia Oeconomica
|
1993
|
vol. 132
EN
In the practice of statistical research, tests based on the number of runs are often applied. It concerns the teste for one, two or more samples. Seldom the length of runs is applied as a test statistic. In the paper, we present a test for two samples based on the run length. Its power is compared with the t-Student parametric test, non-parametric Wilcoxon test and the Wald-Wolfowitz test based on the number of runs.
PL
W artykule przedstawiamy pewien test hipotezy o równości dystrybuant dla przypadku dwóch'prób loáowych. Test ten oparty jest na długości serii. Moc tego tostu została porównana z empiryczny mocy parametrycznego testu t-Studenta, testu Wilcoxona, oraz mocą testu Walda-Wilcoxona opartego na liczbie serii. Załączono 12 wykresów mocy empirycznej ww. testów.
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