A computer enhanced runs test for smoothed data

Research output: Contribution to journalArticle

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Abstract

For a series of data points that follow a pattern due to natural ordering, I develop a modified runs test for continuous data to detect such a pattern. The test statistic is the number of runs in the series after having smoothed the data with use of a moving average. The testing procedure is based on permutations of the original data. My simulations indicate that the modified test is generally more powerful than the usual runs test.

Original languageEnglish (US)
Pages (from-to)795-804
Number of pages10
JournalStatistics in Medicine
Volume7
Issue number7
DOIs
StatePublished - Jul 1988

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Keywords

  • Permutation test
  • Simulation
  • Test for randomness

ASJC Scopus subject areas

  • Epidemiology
  • Statistics and Probability

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