Distribution of the Wald Wolfowitz Runs Statistic
Probability function, distribution function, quantile function and random generation for the distribution of the Runs statistic obtained from samples with n1 and n2 elements of each type.
druns(x, n1, n2, log = FALSE) pruns(q, n1, n2, lower.tail = TRUE, log.p = FALSE) qruns(p, n1, n2, lower.tail = TRUE, log.p = FALSE) rruns(n, n1, n2)
x, q |
a numeric vector of quantiles. |
p |
a numeric vector of probabilities. |
n |
number of observations to return. |
n1, n2 |
the number of elements of first and second type, respectively. |
log, log.p |
logical; if TRUE, probabilities p are given as log(p). |
lower.tail |
logical; if TRUE (default), probabilities are P[X ≤ x] otherwise, P[X > x]. |
The Runs distribution has probability function
P(R=r) = 2 choose(n1-1,r/2-1)choose(n2-1,r/2-1)/choose(n1+n2,n1), if r is even P(R=r) =
for r = 2, 3, …, 2 min(n1+n2)+c with c=0 if n1 = n2 or c=1 if n_1 =! n_2.
If an element of x is not integer, the result of druns is zero.
The quantile is defined as the smallest value x such that F(x) ≥ p, where F is the distribution function.
druns gives the probability function, pruns gives the distribution function and qruns gives the quantile function.
Swed, F.S. and Eisenhart, C. (1943). Tables for Testing Randomness of Grouping in a Sequence of Alternatives, Ann. Math Statist. 14(1), 66-87.
##
## Example: Distribution Function
## Creates Table I in Swed and Eisenhart (1943), p. 70,
## with n1 = 2 and n1 <= n2 <= 20
##
m <- NULL
for (i in 2:20){
m <- rbind(m, pruns(2:5,2,i))
}
rownames(m)=2:20
colnames(m)=2:5
#
# 2 3 4 5
# 2 0.333333333 0.6666667 1.0000000 1
# 3 0.200000000 0.5000000 0.9000000 1
# 4 0.133333333 0.4000000 0.8000000 1
# 5 0.095238095 0.3333333 0.7142857 1
# 6 0.071428571 0.2857143 0.6428571 1
# 7 0.055555556 0.2500000 0.5833333 1
# 8 0.044444444 0.2222222 0.5333333 1
# 9 0.036363636 0.2000000 0.4909091 1
# 10 0.030303030 0.1818182 0.4545455 1
# 11 0.025641026 0.1666667 0.4230769 1
# 12 0.021978022 0.1538462 0.3956044 1
# 13 0.019047619 0.1428571 0.3714286 1
# 14 0.016666667 0.1333333 0.3500000 1
# 15 0.014705882 0.1250000 0.3308824 1
# 16 0.013071895 0.1176471 0.3137255 1
# 17 0.011695906 0.1111111 0.2982456 1
# 18 0.010526316 0.1052632 0.2842105 1
# 19 0.009523810 0.1000000 0.2714286 1
# 20 0.008658009 0.0952381 0.2597403 1
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