Re: question about the values in critical_runs array

邹林志08963 <[email protected]> Tue, 25 Jun 2024 09:38:09 +0000
Newsgroups gmane.comp.time.chrony.user
Message-ID <ZQ0PR01MB0951F1243FB14A2792509401B6D52@ZQ0PR01MB0951.CHNPR01.prod.partner.outlook.cn>
> >     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

I examed this formula with i up to 129, and the result is same with critical_runs array !
thanks very much!