"Konrad Den Ende" <[EMAIL PROTECTED]> wrote in message news:<[EMAIL PROTECTED]>... > We've created a vector with random numbers and took a look at the number of > raising sequences in it. Normally, one would expect to get about 1/2 of all > the sequences occured to be of length 1, about 1/4 of length 2, about 1/8 of > length 3 and so on. > Everything works as expected except for the sequences of length 2. No matter > how much we grunt at the machine, it always gets to few of those. All the > others are about the right size, though. > Anybody who'd like to contribute and shed some light at this phenomenon?
You might want to have a look at a couple of old papers in the Annals of Mathematical Statistics: H. Levene & J. Wolfowitz, The covariance matrix of runs up and down, 15(1944):58-69; H. Levene, On the power function of tests of randomness based on runs up and down, 23(1952):34-56. . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
