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randomness test apart from runs test (samples are not normally distributed)

By Thomas | Jan 30, 2018 04:11AM CET

Hi,

I have samples which are not distributed normally and I would like to test its randomness.

Are there any other randomness test apart from runs test I can use.

Thank you
Thomas

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By Sébastien | Jan 30, 2018 12:04PM CET | XLSTAT Agent

Hi Thomas,

The Runs test is designed for binary data. So if you select quantitative data, they will be binarized according to the specified cut point. So the test will work regardless of the distribution of your data.

Maybe you could also have a look at the Unit Root tests: https://help.xlstat.com/customer/en/portal/articles/2062423-running-a-unit-root-dickey-fuller-and-stationarity-test-on-a-time-series-with-xlstat?b_id=9283

Best,

Jean Paul

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