游程检验亦称“连贯检验”,是根据样本标志表现排列所形成的游程的多少进行判断的检验方法。一种非参数性统计假设的检验方法,游程总数检验和最大游程检验的总称,用于两个独立样本的比较和观测结果随机性的检验测试。
Then it tests the Weak-form Market Efficiency in China' stock market by methods of three ways: run test, serial correlation tests and unit root test, what's more ,the article introduces the three methods.
然后,对中国股票市场的弱式有效性进行了游程检验、股票收益率随机性的自相关检验和单位根检验,同时对检验的方法进行了介绍。
参考来源 - 我国股票市场弱式有效性的实证研究(研究生论文)For example, parameter tests, which involves with mean, 2-order matrix and variance; uniform tests, which includes chi-square test, K-S test and serial test; independence test, which concerns with correlation test, coloum-with-table test and run test and other type tests.
例如:参数检验(涉及到均值、二阶矩和方差检验)、均匀性检验(涉及到卡方、柯氏和序列检验)、独立性检验(涉及到相关系数、列联表和游程检验)和最值检验。
参考来源 - 均匀随机数发生器的研究和统计检验·2,447,543篇论文数据,部分数据来源于NoteExpress
游程检验不要求正态性假设。
本文主要介绍游程检验法的概念,并以纺织工艺检验实例说明其具体应用方法。
The article introduces the idea of run test and gives three examples of practical application in textile technology.
但实际研究中往往有很多参数不服从假设的分布,针对这一以往方法的缺陷,提出了异方差的游程检验方法。
However, in practice many parameters do not satisfy those hypothesized distribution. In order to handle the defect of normal heteroscedasticity testing means, we pose a new mean, that is runs test.
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