Hypothesis test
Wald-Wolfowitz 游程检验
Wald-Wolfowitz 游程检验是一种非参数假设检验,用于确定观测序列(表示为一系列二元符号)是否遵循随机模式或包含系统结构。该检验由 Abraham Wald 和 Jacob Wolfowitz 于 1940 年提出,它计算相同符号的连续不间断游程数量,并询问该数量是否与随机排列一致。
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来源
- 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: 10.1214/aoms/1177731909 ↗
如何引用本页
ScholarGate. (2026, June 1). Wald-Wolfowitz Runs Test. ScholarGate. https://scholargate.app/zh/statistics/runs-test
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