Runstest and corrcoef : difference and problems

1 次查看（过去 30 天）
Damiano Capocci
Damiano Capocci 2018-3-31
Hi. I have noticed that if i use rand() function to generate for example 2*10^6 numbers and then i evaluate the correlation coefficient through corrcoef() i always obtain good results (null hypothesis not rejected and small values of the non diagonal elements of corr matrix).
On the contrary if i use runstest sometimes i get null hypothesis rejected and consequently small values of pvalue.
Is it a good test choice using runstest to test unif. random numbers?

请先登录，再回答此问题。

回答（0 个）

类别

在 Help Center 和 File Exchange 中查找有关 Hypothesis Tests 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by