# BartelsRankTest: Bartels Rank Test of Randomness In AndriSignorell/DescTools: Tools for Descriptive Statistics

## Description

Performs the Bartels rank test of randomness, which tests if a sample is sampled randomly from an underlying population. Data must at least be measured on an ordinal scale.

## Usage

 ```1 2``` ```BartelsRankTest(x, alternative = c("two.sided", "trend", "oscillation"), method = c("normal", "beta", "auto")) ```

## Arguments

 `x` a numeric vector containing the observations `alternative` a character string specifying the alternative hypothesis, must be one of "`two.sided`" (default), "`trend`" or "`oscillation`". `method` a character string specifying the method used to compute the p-value. Must be one of `normal` (default), `beta` or `auto`.

## Details

The RVN test statistic is

RVN=∑(R_i-R_{i+1})^2 / ∑(R_i-(n+1)/2)^2

where R_i=rank(X_i), i=1,...,n. It is known that (RVN-2)/σ is asymptotically standard normal, where σ^2=[4(n-2)(5n^2-2n-9)]/[5n(n+1)(n-1)^2].

By using the alternative "`trend`" the null hypothesis of randomness is tested against a trend. By using the alternative "`oscillation`" the null hypothesis of randomness is tested against a systematic oscillation.

Missing values are silently removed.

Bartels test is a rank version of von Neumann's test.

## Value

A list with class "htest" containing the components:

 `statistic` the value of the normalized statistic test. `parameter, n` the size of the data, after the remotion of consecutive duplicate values. `p.value` the p-value of the test. `alternative` a character string describing the alternative hypothesis. `method` a character string indicating the test performed. `data.name` a character string giving the name of the data. `rvn` the value of the RVN statistic (not show on screen). `nm` the value of the NM statistic, the numerator of RVN (not show on screen). `mu` the mean value of the RVN statistic (not show on screen). `var` the variance of the RVN statistic (not show on screen).

## Author(s)

Frederico Caeiro <fac@fct.unl.pt>

## References

Bartels, R. (1982) The Rank Version of von Neumann's Ratio Test for Randomness, Journal of the American Statistical Association, 77 (377), 40-46.

Gibbons, J.D. and Chakraborti, S. (2003) Nonparametric Statistical Inference, 4th ed. (pp. 97-98). URL: http://books.google.pt/books?id=dPhtioXwI9cC&lpg=PA97&ots=ZGaQCmuEUq

von Neumann, J. (1941) Distribution of the ratio of the mean square successive difference to the variance. Annals of Mathematical Statistics 12, 367-395.

## See Also

`rank.test`, `RunsTest`

## Examples

 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23``` ```## Example 5.1 in Gibbons and Chakraborti (2003), p.98. ## Annual data on total number of tourists to the United States for 1970-1982. years <- 1970:1982 tourists <- c(12362, 12739, 13057, 13955, 14123, 15698, 17523, 18610, 19842, 20310, 22500, 23080, 21916) plot(years, tourists, pch=20) BartelsRankTest(tourists, alternative="trend", method="beta") # Bartels Ratio Test # # data: tourists # statistic = -3.6453, n = 13, p-value = 1.21e-08 # alternative hypothesis: trend ## Example in Bartels (1982). ## Changes in stock levels for 1968-1969 to 1977-1978 (in \$A million), deflated by the ## Australian gross domestic product (GDP) price index (base 1966-1967). x <- c(528, 348, 264, -20, - 167, 575, 410, -4, 430, - 122) BartelsRankTest(x, method="beta") ```

AndriSignorell/DescTools documentation built on April 8, 2021, 5:51 a.m.