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Communication Dans Un Congrès Année : 2008

A-dependence statistics for mutual and serial independence of categorical variables

Résumé

The Möbius transformation of probability cells in a multi-way contingency table is used to partition the Pearson chi-square test of mutual independence into A-dependence statistics. A similar partition is proposed for a universal and consistent test of serial independence in a stationary sequence of a categorical variable. The partition proposed can be adapted whether using estimated or theoretical marginal probabilities. With the aim of detecting a dependence of high order in a long sequence, A-dependence terms of the partition measuring increasing lagged dependences can be combined in a Box - Pierce type test of serial independence. A real data analysis of a nucleotide sequence using the Box - Pierce type test is provided
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Dates et versions

hal-00299411 , version 1 (17-07-2008)

Identifiants

  • HAL Id : hal-00299411 , version 1

Citer

Martin Bilodeau, Pierre Lafaye de Micheaux. A-dependence statistics for mutual and serial independence of categorical variables. Joint Meeting of the Statistical Society of Canada and the Société Française de Statistique, May 2008, Ottawa, Canada. pp.214. ⟨hal-00299411⟩
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