Access

You are not currently logged in.

Access JSTOR through your library or other institution:

login

Log in through your institution.

If You Use a Screen Reader

This content is available through Read Online (Free) program, which relies on page scans. Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
Journal Article

On the Multivariate Runs Test

Norbert Henze and Mathew D. Penrose
The Annals of Statistics
Vol. 27, No. 1 (Feb., 1999), pp. 290-298
Stable URL: http://www.jstor.org/stable/120129
Page Count: 9
Were these topics helpful?
See somethings inaccurate? Let us know!

Select the topics that are inaccurate.

Cancel
  • Read Online (Free)
  • Download ($19.00)
  • Subscribe ($19.50)
  • Add to My Lists
  • Cite this Item
Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
On the Multivariate Runs Test
Preview not available

Abstract

For independent d-variate random variables X1,... ,Xm with common density f and Y1,... ,Yn with common density g, let Rm,n be the number of edges in the minimal spanning tree with vertices X1,... ,Xm, Y1,... ,Yn that connect points from different samples. Friedman and Rafsky conjectured that a test of H0: f = g that rejects H0 for small values of Rm,n should have power against general alternatives. We prove that Rm,n is asymptotically distribution-free under H0, and that the multivariate two-sample test based on Rm,n is universally consistent.

Page Thumbnails

  • Thumbnail: Page 
290
    290
  • Thumbnail: Page 
291
    291
  • Thumbnail: Page 
292
    292
  • Thumbnail: Page 
293
    293
  • Thumbnail: Page 
294
    294
  • Thumbnail: Page 
295
    295
  • Thumbnail: Page 
296
    296
  • Thumbnail: Page 
297
    297
  • Thumbnail: Page 
298
    298