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Run Test

This document discusses the one sample runs test, which is used to test whether a sample is randomly drawn from a population. It defines a run as a series of like items. The test calculates an expected number of runs using a formula, then compares it to the actual number of runs to determine if the sample shows a non-random pattern. As an example, the document analyzes a problem where trees are either healthy or diseased - it finds the number of runs is outside the expected range, indicating the diseased trees are not randomly distributed. The one sample runs test is useful for checking randomness in regression residuals, time series forecasts, and other applications.

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Arfan Ahmed
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0% found this document useful (0 votes)
32 views8 pages

Run Test

This document discusses the one sample runs test, which is used to test whether a sample is randomly drawn from a population. It defines a run as a series of like items. The test calculates an expected number of runs using a formula, then compares it to the actual number of runs to determine if the sample shows a non-random pattern. As an example, the document analyzes a problem where trees are either healthy or diseased - it finds the number of runs is outside the expected range, indicating the diseased trees are not randomly distributed. The one sample runs test is useful for checking randomness in regression residuals, time series forecasts, and other applications.

Uploaded by

Arfan Ahmed
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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ONE SAMPLE RUNS TEST

1 MD. OLY AHMED


ID: B180201064
AGENDA
 Purpose of test and terminology
 Understanding Basic

 Formulae

 Problem

 Problem Analysis

 Requirements for One sample runs test

 Advantages

 Other applications

2
PURPOSE OF THE TEST AND TERMINOLOGY
 Quite often in research we may be interested in
finding out whether the sample is drawn at random,
so that we can generalise the sample results to the
population
 we can apply the technique called ‘Runs test’,
which is exclusively used for the purpose of
ensuring the randomness of parameters of interest
 “Run” is defined as a ‘series of like items‘.

3
UNDERSTANDING
 For example, flipping a coin 10 times might have resulted in obtaining either head (H) or tail
(T) in each throw as follows
HH TT HHHH T H
1 2 3 4 5
Total Runs = 5
 If the number of samples is very small or Very large then this would indicate a non-random
pattern. For example, consider again a throw of a coin for 10 times.
HHHH TTTT
1 2
Total Runs = 2

H T H T H T H T H T
1 2 3 4 5 6 7 8 9 10
Total Runs = 10

 This shows that there is a perceivable pattern in the sample. (Due to non random-Influence)

4
FORMULAE
 mr = (2n1 n2 / n1 +n2 ) +1

PROBLEM
 H= Healthy Tree D= Diseased Tree
HH DD HHHH DDD HHHH DDDDD HHHHHHHHH
1 2 3 4 5 6 7
Total Runs = 7
 H0 = The trees are planted/placed randomly
 Ha = Diseased trees come in non-random grouping 5
PROBLEM ANALYSIS
 mr = 14.33
 sr = 2.38
 1% significance
 Z value for 0.495
= 2.58
 Upper limit =
mr + (2.58 * 2.38)
= 20.47
 Lower limit =
mr – (2.58 * 2.38)
= 8.19

6
R=7 in CR. So Reject Ho; Accept Ha.
There is strong indication that diseased trees come in non-random grouping.
REQUIREMENTS
 This checks for randomness of the sample
selected.
 It is highly useful in checking the randomness of
residuals in regression or time series and
forecasting models.

ADVANTAGES
 This test checks for randomness of the sample
selected.
 It is highly useful in checking the randomness of
residuals in regression or time series and
forecasting models. 7
OTHER APPLICATIONS
 Thus a runs test is used to test the randomness
dichotomous observations like head/tail, yes/no,
men/women, married/single, high/low,
increasing/decreasing

 Possibly in stock market technical analyses or


Forecasting and Analyses.

 In time series analyses finding out whether the errors


(residuals) of the models are randomly distributed

 finding out the randomness of defective items in the


quality control process 8

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