Joint moments of the number of \(+\) runs and the number of \(+\) signs in a random sequence

zbMath0553.62021MaRDI QIDQ802236

Seiji Nabeya, Kazumasa Wakimoto, Eiji Yamamoto

Publication date: 1983

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

recurrence relationsrandom sequencejoint momentsinitial turning pointsnumber of \(+\) runsnumber of \(+\) signs

Mathematics Subject Classification ID

Distribution theory (60E99) Statistical distribution theory (62E99)

Cites Work

• On the Power Function of Tests of Randomness Based on Runs up and Down
• The Covariance Matrix of Runs Up and Down
• On a Test for Randomness Based on Signs of Differences
• Time Series Significance Tests Based on Signs of Differences

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