The difference-sign randomness test

Citation:
Mateus, Ayana Maria Xavier Furtado, and Frederico Almeida Gião Gonçalves Caeiro. "The difference-sign randomness test." NTERNATIONAL CONFERENCE OF COMPUTATIONAL METHODS IN SCIENCES AND ENGINEERING 2015. Vol. 1702. AIP Conference Proceedings, 1702. American Institute of Physics Inc., 2015.

Abstract:

In this paper we review the properties of the difference-sign randomness test. First we analyse the exact andasymptotic distribution of the test statistic and provide a table with values for the exact distribution function, for samples ofsize n ≤ 32. Then, we also present several moments of the statistic test, under the null hypothesis of randomness and underthe hypothesis of the existence of a linear trend. Finally, we present an illustration of the test difference-sign to a real data set.In this paper we review the properties of the difference-sign randomness test. First we analyse the exact andasymptotic distribution of the test statistic and provide a table with values for the exact distribution function, for samples ofsize n ≤ 32. Then, we also present several moments of the statistic test, under the null hypothesis of randomness and underthe hypothesis of the existence of a linear trend. Finally, we present an illustration of the test difference-sign to a real data set.

Notes:

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