Admissible Run-Contingency Type Tests for Independence and Markov Dependence
检验独立性与马尔可夫依赖的可容许游程—列联型检验
Admissible statistical tests of fixed level are derived for the hypotheses (a) of statistical independence and (b) of Markov dependence, against the alternative of a higher-order Markov dependence. The tests, which are related to the run test and to contingency tests, are conditional procedures given a complete sufficient statistic. Comparisons are made with chi-squared tests for independence using computer simulation.