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Turning point test : ウィキペディア英語版 | Turning point test In statistical hypothesis testing, a turning point test is a statistical test of the independence of a series of random variables. Maurice Kendall and Alan Stuart describe the test as "reasonable for a test against cyclicity but poor as a test against trend."〔 The test was first published by Irénée-Jules Bienaymé in 1874.〔 ==Statement of test==
The turning point tests the null hypothesis〔 :''H''0: ''X''1, ''X''2, ..., ''X''''n'' are independent and identically distributed random variables (iid) against :''H''1: ''X''1, ''X''2, ..., ''X''''n'' are not iid.
抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Turning point test」の詳細全文を読む
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