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A Closed Sequential Test for Randomness

Summary: This article suggests a simple closed sequential test of the hypothesis that a sequence of observations is independent, with the alternative that the observations are correlated as in a Markov chain in which each observation is dependent on the preceding observation. The procedure is based on the relation between the correlation parameter of a two-state Markov chain and a run count random variable, and is intended for applications in quality technology. The test is facilitated by the existing closed sequentila test designed for the binomial parameter.

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  • Topics:
  • Keywords: Correlation,Random variables,Sequential methods
  • Author: Choi, S.C.
  • Journal: Journal of Quality Technology