Runs Test
An Application of the Runs Test to Test for Randomness of Observations Obtained from a Clinical Survey in an Ordered Population
... statistical test to determine whether random selection has been made in the process of sample selection from an ordered ...The runs test is a type of non-parametric test and hence, there is no ...
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Testing the weak form market efficiency and the day of the week effects of some African countries
... The runs test determines whether successive prices changes are ...of runs fewer than that generated by a random ...The runs test can also be designed to count the direction of change ...
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Is Pharmaceuticals Industry Efficient? Evidence from Dhaka Stock Exchange
... The runs tests are completely rejecting the random walk theory which is similar to the earlier study of the weak form market efficiency of DSE, Mollik & Bepari (2009), Mobarek & Keasey ...ADF test ...
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Is the Mongolian Equity Market Efficient? Empirical Evidence from Tests of Weak Form Efficiency
... Jarque-Bera Test, and find strong evidence against ...we test for the presence of autocorrelation using the Ljung-Box Q Test and the non-parametric Runs Test, and find strong evidence ...
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Testing for Weak-Form Market Efficiency in the Botswana Stock Market
... the runs test have determined that the Botswana stock market rejects the random walk hypothesis, the test alone is not adequate enough to make an accurate decision in determining market ...
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Using Non-Parametric Tests to Evaluate Traffic Forecasting Performance.
... a runs test on the forecast errors shows that the number of days on which significant first-order autocorrelation at the 95% level was detected was low for the naive (9 days), ARIMA (7 days), and nonlinear ...
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Stock Market Liberalizations and Efficiency: The Case of Latin America
... the runs test, the multiple variation ratio test, the martingale hypothesis test and the SD test, to investigate whether stock exchange liberalization improved the performance and ...
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A TEST ON STOCK MARKET EFFICIENCY IN MAJOR COUNTRIES AFTER FINANCIAL CRISIS OF 2007-08
... to test the market efficiency are the Run test, Serial correlation ...Other test to find the stationary in series is Unit root ...used runs test, serial correlation test and unit ...
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Performance and Statistical Analysis of Chaotic Random Bit Generator
... as runs test and serial test failed in the same sequence ,since both the tests depends on occurrence of overlapping m bit ...long runs of zeros, the test gives failure in random nature ...
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Testing the Week Form Efficiency of Pakistani Stock Market (2000-2010)
... to test the randomness in five different Middle East countries like Morocco, Jordan, Israel, Turkey, and ...autocorrelations, runs test and variance ratio (VR) test revealed that only five ...
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Searching for the Power Law in a historical analysis of Test cricket
... of Test cricket – distribution of runs scored, matches played, wickets taken, half-centuries and centuries scored, catches pouched, ...to test this ...of Test cricket all along, or what can be ...
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Compositional Biases and Polyalanine Runs in Humans
... (statistical significance tests lack them). Ratios are exaggerated by the fact that COMPSEQ counts n ⫺ p ⫹ 1 times a p-peptide belonging to a run of length n. AA, amino acid; AA odds ratio polyAla/Ref, ...
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RUNS BASED ON DISCRETE ORDER STATISTICS
... The last result can be commented in the following way. When p ∈ [0, 1), i.e. the distribution tail is not heavy, the order statistics are concentrated in the ”beginning” of the tail, each positive integer is occupied by ...
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THE LAW OF GENIUS AND HOME RUNS REFUTED
... observation runs counter to the usual way of thinking about large events, which ...home runs: home runs are the ‘‘catastrophe’’ in a SOC ...home runs for an individual batter can be identical ...
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... causality test showed that the causal relationship runs from economic growth to government expenditure and confirmed the legitimacy of Wagner’s law in South ...
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Duration dependence test of rational speculative bubbles: a case study of Hong Kong stock market
... to test for the presence of ...For runs of positive real returns with dollar-denominated currency, the no-bubble null hypothesis is rejected at the 5% significance level with β of ...For runs of ...
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... of test runs were made with different batch sizes, firstly, for the purpose of ensuring the proper operation of the computer programme, and secondly to obtain sufficient data on man/machine interaction ...
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Bank Incentives, Contract Design, and Bank Runs
... Much of the recent literature on bank-runs, notably [5] and [7], adopts the view of a bank as a coalition of depositors. The standard environment is in the tradition of [3], extended to incorporate aggregate ...
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Numerical Procedures for Calculating the Probabilities of Recurrent Runs
... The statistics (probabilities and expectation values) for any physically meaningful choice of probability of suc- cess p, run length t, and number of trials n are deducible exactly from expressions (15) and (18) in the ...
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Foldover search designs with error and augmenting runs
... There it was shown that when the true model consists of two interactions with one letter in common and the interaction effects equal in magnitude but opposite in sign, the[r] ...
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