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Тест Вальда-Вольфовица на число серий (runs test)×Знаковый тест×
ОбластьСтатистикаСтатистика
СемействоHypothesis testHypothesis test
Год появления19401946
Автор методаAbraham Wald & Jacob WolfowitzW. J. Dixon & A. M. Mood
ТипNonparametric randomness testNonparametric median test
Основополагающий источникWald, A. & Wolfowitz, J. (1940). On a test whether two samples are from the same population. Annals of Mathematical Statistics, 11(2), 147–162. DOI ↗Dixon, W. J. & Mood, A. M. (1946). The statistical sign test. Journal of the American Statistical Association, 41(236), 557–566. DOI ↗
Другие названияWald-Wolfowitz test, runs test for randomness, Runs Testi (Wald-Wolfowitz)İşaret Testi (Sign Test), one-sample sign test, paired sign test
Связанные54
СводкаThe 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 sign test is the simplest nonparametric hypothesis test for deciding whether the median of paired differences — or of a single sample — differs significantly from a hypothesised value. Formalised by W. J. Dixon and A. M. Mood in 1946, it imposes virtually no distributional assumptions and can be applied to any data where individual differences can be classified as positive or negative.
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ScholarGateСравнение методов: Runs Test · Sign Test. Получено 2026-06-18 из https://scholargate.app/ru/compare