DocumentCode
116689
Title
The analytical review of tests for randomness and the absence of av trend
Author
Veretel´nikova, I.V. ; Lemeshko, B.Yu.
Author_Institution
Novosibirsk State Tech. Univ., Novosibirsk, Russia
fYear
2014
fDate
2-4 Oct. 2014
Firstpage
532
Lastpage
539
Abstract
Annotation - For a variety of parametric and nonparametric tests, designed to test hypotheses of randomness or absence of a trend the distribution of statistics were investigated with Monte-Carlo algorithm, corresponding to the truth of the hypothesis under test in accordance with sample sizes. Procedure of interactive simulation of statistic distributions tests is proposed and implemented that allowed to apply the relevant test correctly in conditions of violation of standard assumptions. The results of comparative analysis of power of the tests against competing hypotheses hypothesis with different models of linear trend, conclusions about preferability of using a particular test are made.
Keywords
Monte Carlo methods; statistical testing; Monte-Carlo algorithm; interactive simulation procedure; linear trend models; nonparametric tests; parametric tests; randomness hypotheses testing; standard assumptions violation; statistics distribution test; Analytical models; Convergence; Correlation; Gaussian distribution; Market research; Standards; Testing; Monte-Carlo simulation; hypothesis of randomness; power of the test; trend;
fLanguage
English
Publisher
ieee
Conference_Titel
Actual Problems of Electronics Instrument Engineering (APEIE), 2014 12th International Conference on
Conference_Location
Novosibirsk
Print_ISBN
978-1-4799-6019-4
Type
conf
DOI
10.1109/APEIE.2014.7040742
Filename
7040742
Link To Document