A test statistic for weighted runs

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• 作者：Frederik Beaujean ; ^a ; ^{beaujean@mpp.mpg.de" rel="nofollow} ; Allen Caldwell^a ; ^{caldwell@mpp.mpg.de" rel="nofollow}
• 关键词：Success runs ; p-Value ; none ; color ; black" href="/science?_ob=MathURL&_method=retrieve&_udi=B6V0M-52VR6N5-2&_mathId=mml23&_pii=S0378375811001935&_issn=03783758&_acct=C000053662&_version=1&_userid=1553416&md5=5ffd21ecafa54f60be2146b229ebbf3c" title="Click to view the MathML source" alt="Click to view the MathML source">χ ; ² ; Integer partitions ; Measurements with Gaussian uncertainty
• 刊名：Journal of Statistical Planning and Inference
• 出版年：2011
• 出版时间：November 2011
• 年：2011
• 卷：141
• 期：11
• 页码：3437-3446
• 全文大小：458 K

文摘

A new test statistic based on runs of weighted deviations is introduced. Its use for observations sampled from independent normal distributions is worked out in detail. It supplements the classic χ² test which ignores the ordering of observations and provides additional sensitivity to local deviations from expectations. The exact distribution of the statistic in the non-parametric case is derived and an algorithm to compute p-values is presented. The computational complexity of the algorithm is derived employing a novel identity for integer partitions.