[R] Nonparametric test of randomness [Run Test]

WilD KID wildscop at yahoo.com
Mon Mar 1 17:54:48 CET 2004


Dear Andy,

Usual literature of runs:

Run: a run is defined to be a maximum subsequence of
like elements.[Mendenhall, Scheaffer, and Wackerly
(1986), Mathematical Statistics with Applications, 3rd
Ed., Duxbury Press, CA, Page 597]

Run: a sequence of 1 or more identical symbols that is
preceded and followed by either a different symbol or
no symbol at all.[Matre, Gilbreath (1983) Statistics
for Business nad Economics, revides ed, Business pub.
inc, texas, Page 527]. Gibbons(1971) also says
something like it.

My problem is -
1. which table of run test do i use? Using
distribution of R, or using R as a test statistic? or
both? Both are due to Swed, Eisenhart (1943) "tables
for testing randomness of grouping in a sequence of
alternatives".
2. Does R or S-plus or any of their packages provide
Non-parametric ordinary "Run test"?


Any response / help / comment / suggestion will be
greatly appreciated. Thanks in advance.

-------------------------------
Mohammad Ehsanul Karim <wildscop at yahoo.com>
Institute of Statistical Research and Training (ISRT)
University of Dhaka, Dhaka -1000, Bangladesh
-------------------------------

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____________________________

WilDKiD <wildscop at yahoo.com>




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