Re: question about the values in critical_runs array

On Tue, Jun 25, 2024 at 01:47:27AM +0000, 邹林志08963 wrote:
>     where are the values in array critical_runs come from ?
>     for example, when there are total 50 sample points, if the total runs value is larger than 19, then the value of a and b is reliable.
> 
>     the comment is "Critical value for number of runs of residuals with same sign. 5% critical region for now."
>     what is the formula or method to get the runs value of 19 for 50 samples?

It's the Wald-Wolfowitz runs test with the assumption that n1==n2.

The table is calculated like this:
- for i < 8 it's 0
- for i >= 8 it's mu - sqrt(var) * z where:
  mu = 2.0 * (i / 2.0) * (i / 2.0) / i + 1.0
  var = (mu - 1.0) * (mu - 2.0) / (i - 1)
  z = 1.65

-- 
Miroslav Lichvar


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