6.8.6.2.3. statsmodels.sandbox.stats.runs.TotalRunsProb¶
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class
statsmodels.sandbox.stats.runs.TotalRunsProb(n0, n1)[source]¶ class for the probability distribution of total runs
This is the exact probability distribution for the (Wald-Wolfowitz) runs test. The random variable is the total number of runs if the sample has (n0, n1) observations of groups 0 and 1.
Notes
Written as a class so I can store temporary calculations, but I don’t think it matters much.
Formulas taken from SAS manual for one-sided significance level.
Could be converted to a full univariate distribution, subclassing scipy.stats.distributions.
Status Not verified yet except for mean.
6.8.6.2.3.1. Methods¶
__init__(n0, n1) |
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cdf(r) |
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pdf(r) |
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runs_prob_even(r) |
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runs_prob_odd(r) |