Сравнение методов
Просматривайте выбранные методы рядом; строки с различиями подсвечены.
| Тест Вальда-Вольфовица на число серий (runs test)× | Тест Колмогорова-Смирнова× | |
|---|---|---|
| Область | Статистика | Статистика |
| Семейство | Hypothesis test | Hypothesis test |
| Год появления≠ | 1940 | 1933 |
| Автор метода≠ | Abraham Wald & Jacob Wolfowitz | Andrey Nikolaevich Kolmogorov; Nikolai Vasilyevich Smirnov |
| Тип≠ | Nonparametric randomness test | Nonparametric goodness-of-fit test |
| Основополагающий источник≠ | Wald, A. & Wolfowitz, J. (1940). On a test whether two samples are from the same population. Annals of Mathematical Statistics, 11(2), 147–162. DOI ↗ | Kolmogorov, A. N. (1933). Sulla determinazione empirica di una legge di distribuzione. Giornale dell'Istituto Italiano degli Attuari, 4, 83–91. link ↗ |
| Другие названия≠ | Wald-Wolfowitz test, runs test for randomness, Runs Testi (Wald-Wolfowitz) | KS test, K-S test, one-sample KS test, Kolmogorov-Smirnov Testi |
| Связанные≠ | 5 | 2 |
| Сводка≠ | The Wald-Wolfowitz runs test is a nonparametric hypothesis test that determines whether a sequence of observations — coded as a series of binary symbols — follows a random pattern or contains systematic structure. Introduced by Abraham Wald and Jacob Wolfowitz in 1940, the test counts the number of uninterrupted runs of identical symbols and asks whether that count is consistent with random arrangement. | The Kolmogorov-Smirnov (KS) test is a nonparametric goodness-of-fit test that assesses whether a sample comes from a specified theoretical distribution, such as the normal or exponential. First formalised by Andrey Kolmogorov in 1933 and further developed by Nikolai Smirnov in 1948, it compares the empirical cumulative distribution function of the observed data against a target theoretical CDF and quantifies their maximum absolute deviation. |
| ScholarGateНабор данных ↗ |
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