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:: Volume 3, Issue 1 (9-2006) ::
JSRI 2006, 3(1): 63-74 Back to browse issues page
A Randomness Test for Stable Data
Adel Mohammadpour 1, Ali Mohammad-Djafari , John P. Nolané
1- , adl@aut.ac.ir
Abstract:   (3483 Views)

In this paper, we propose a new method for checking randomness of non-Gaussian stable data based on a characterization result. This method is more sensitive with respect to non-random data compared to the well-known non-parametric randomness tests.

Keywords: Stable distributions, randomness tests (test for i.i.d.), characterization.
Full-Text [PDF 1494 kb]   (836 Downloads)    
Type of Study: Research | Subject: General
Received: 2016/02/13 | Accepted: 2016/02/13 | Published: 2016/02/13
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Mohammadpour A, Mohammad-Djafari A, P. Nolané J. A Randomness Test for Stable Data. JSRI 2006; 3 (1) :63-74
URL: http://jsri.srtc.ac.ir/article-1-162-en.html


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Creative Commons License This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.
Volume 3, Issue 1 (9-2006) Back to browse issues page
مجله‌ی پژوهش‌های آماری ایران Journal of Statistical Research of Iran JSRI
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