异方差的游程检验

Runs Test Used for Heteroscedasticity

异方差现有常规检验方法的大多是参数检验的方法,需要参数服从一定的分布。但实际研究中往往有很多参数不服从假设的分布,针对这一以往方法的缺陷,提出了异方差的游程检验方法。该方法能克服参数检验需要参数分布的缺陷,而且也能用于小样本。先对游程检验做了简单的概述,介绍了游程检验的基本原理,然后就叙述了游程检验对异方差检验的应用。

The present normal heteroscedasticity testing means are parameter means,and they call for a certain distribution of the parameter. However, in practice many parameters do not satisfy those hypothesized distribution. In order to handle the defect of normal heteroscedasticity testing means, we pose a new mean, that is runs test. This method can overcome those defects, and can be also applied to small collection of sample. We introduce the principal of Runs test firstly, then account the use of runs_test on heteroscedasticity testing.