RunsTestT Class

public sealed class RunsTest<T> : OneSampleTest<T>

Public NotInheritable Class RunsTest(Of T)
	Inherits OneSampleTest(Of T)

generic<typename T>
public ref class RunsTest sealed : public OneSampleTest<T>

[<SealedAttribute>]
type RunsTest<'T> =  
    class
        inherit OneSampleTest<'T>
    end

Type Parameters

T

The element type of the sample.

The RunsTestT type exposes the following members.

	Name	Description
	RunsTestT(CategoricalVectorT)	Constructs a new runs test for a categorical variable.
	RunsTestT(VectorT)	Constructs a new runs test for a numerical variable.
	RunsTestT(VectorT, T)	Constructs a new runs test for a numerical variable and a specific cut point.

	Name	Description
	Distribution	Gets the probability distribution used in the hypothesis test. (Inherited from HypothesisTest.)
	HypothesisType	Gets or sets whether the test is one or two-tailed. (Inherited from HypothesisTest.)
	Name	Gets the name of the hypothesis test. (Overrides HypothesisTestName.)
	PValue	Gets the probability that the test statistic would take on the calculated value under the alternate hypothesis. (Inherited from HypothesisTest.)
	Runs	Gets the number of runs.
	RunsExpected	Gets the expected number of runs.
	Sample	Gets or sets the variable the test is to be applied to. (Inherited from OneSampleTestT.)
	SignificanceLevel	Gets the significance level used to test the null hypothesis. (Inherited from HypothesisTest.)
	Statistic	Gets the value of the test statistic. (Inherited from HypothesisTest.)

	Name	Description
	Equals	Determines whether the specified object is equal to the current object. (Inherited from Object.)
	GetConfidenceInterval	Returns the confidence interval for the test parameter for the default confidence level. (Inherited from HypothesisTest.)
	GetConfidenceInterval(Double)	Returns the confidence interval for the test parameter for the specified confidence level. (Inherited from HypothesisTest.)
	GetHashCode	Serves as the default hash function. (Inherited from Object.)
	GetLowerCriticalValue	Gets the lower critical value for the hypothesis test's current significance level. (Inherited from HypothesisTest.)
	GetLowerCriticalValue(Double)	Gets the lower critical value for the hypothesis test at the specified significance level. (Inherited from HypothesisTest.)
	GetPValue	Gets the probability that the test statistic would take on the calculated value under the specified alternate hypothesis. (Inherited from HypothesisTest.)
	GetType	Gets the Type of the current instance. (Inherited from Object.)
	GetUpperCriticalValue	Gets the upper critical value for the test statistic at the hypothesis test's current significance level. (Inherited from HypothesisTest.)
	GetUpperCriticalValue(Double)	Gets the upper critical value for the test statistic at the specified significance level. (Inherited from HypothesisTest.)
	Reject	Returns whether the null hypothesis is rejected using the default significance level. (Inherited from HypothesisTest.)
	Reject(Double)	Returns whether the null hypothesis is rejected using the specified significance level. (Inherited from HypothesisTest.)
	Summarize	Returns a string containing a human-readable summary of the object. (Inherited from HypothesisTest.)
	Summarize(SummaryOptions)	Returns a string containing a human-readable summary of the object using the specified options. (Inherited from OneSampleTestT.)
	ToString	Returns a string that represents the current object. (Inherited from HypothesisTest.)

Use the RunsTestT class to test whether the elements of a sample are randomly distributed. Specifically, the test counts the number of sequences ("runs") of values that are larger or smaller than a specific value, and compares it to the expected number of runs for a random sequence.

For example, the residuals of a regression calculation should be randomly distributed around zero. If the fitted line or curve is not a good model for the data, then the residuals will tend to show long runs of positive or negative values. The runs test can detect this pattern.

The distribution of the number of runs is approximately normal. For small sample sizes (less than 50) a continuity correction is applied.

The runs test is sometimes called the Wald-Wolfowitz test.

Reference