• 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