Non-parametric randomness tests based on success runs of fixed length

✍ Scribed by M.V. Koutras; V.A. Alexandrou

• Publisher: Elsevier Science
• Year: 1997
• Tongue: English
• Weight: 552 KB
• Volume: 32
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(96)00099-5

✦ Synopsis

Let X,, be a random variable enumerating the number of appearances of a specific pattern in a sequence of n Bernoulli trials. A new method is presented for obtaining the conditional distribution of X, given the number of successes in the n trials. The method is applied to three fixed-length run statistics and the results are used for establishing and investigating certain non-parametric tests of randomness.