An exact test for randomness in the non-parametric case based on serial correlation

被引：221
作者：
Wald, A [1 ]
Wolfowitz, J [1 ]
机构：
[1] Columbia Univ, New York, NY USA
来源：
ANNALS OF MATHEMATICAL STATISTICS | 1943年 / 14卷
关键词：
D O I：
10.1214/aoms/1177731358
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
引用
收藏
页码：378 / 388
页数：11
相关论文
共 8 条
[1]   Distribution of the serial correlation coefficient [J].
Anderson, RL .
ANNALS OF MATHEMATICAL STATISTICS, 1942, 13 :1-13
[2]   Tabulation of the probabilities for the ratio of the mean square successive difference to the variance [J].
Hart, BI ;
Von Neumann, J .
ANNALS OF MATHEMATICAL STATISTICS, 1942, 13 :207-214
[3]   Serial correlation and quadratic forms in normal variables [J].
Koopmans, T .
ANNALS OF MATHEMATICAL STATISTICS, 1942, 13 :14-33
[4]  
Uspensky J. V., 1937, INTRO MATH PROBABILI, V1st
[5]   A further remark concerning the distribution of the ratio of the mean square successive difference to the variance [J].
Von Neumann, J .
ANNALS OF MATHEMATICAL STATISTICS, 1942, 13 :86-88
[6]   Distribution of the ratio of the mean square successive difference to the variance [J].
von Neumann, J .
ANNALS OF MATHEMATICAL STATISTICS, 1941, 12 :367-395
[7]  
WILLIAMS JD, 1943, ANN MATH STAT, V13, P239
[8]   On randomness in ordered sequences [J].
Young, LC .
ANNALS OF MATHEMATICAL STATISTICS, 1941, 12 :293-300
1