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Quant版 - who can prove the mean(R) and Var(R) of runs test?
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话题: var话题: mean话题: runs话题: test话题: prove
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1 (共1页)
m****d
发帖数: 331
1
I saw the outcomes of Mean(R) and Var(R) of runs test in many places. But,
never saw a complete proof. Anyone could please show me the proof, or give a
link? Thanks.
m****d
发帖数: 331
2
nobody knows?

a

【在 m****d 的大作中提到】
: I saw the outcomes of Mean(R) and Var(R) of runs test in many places. But,
: never saw a complete proof. Anyone could please show me the proof, or give a
: link? Thanks.

1 (共1页)
进入Quant版参与讨论
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话题: var话题: mean话题: runs话题: test话题: prove