Exclusive Content & Downloads from ASQ

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.

Anyone with a subscription, including Site and Enterprise members, can access this article.

Other Ways to Access content:

Join ASQ

Join ASQ as a Full member. Enjoy all the ASQ member benefits including access to many online articles.

Subscribe to Journal of Quality Technology

Access this and ALL OTHER Journal of Quality Technology online articles. You'll also receive the print version by mail.

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