Re: [chrony-users] question about the values in critical_runs array |
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- To: chrony-users@xxxxxxxxxxxxxxxxxxxx
- Subject: Re: [chrony-users] question about the values in critical_runs array
- From: Miroslav Lichvar <mlichvar@xxxxxxxxxx>
- Date: Tue, 25 Jun 2024 10:35:21 +0200
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On Tue, Jun 25, 2024 at 01:47:27AM +0000, 邹林志08963 wrote:
> where are the values in array critical_runs come from ?
> for example, when there are total 50 sample points, if the total runs value is larger than 19, then the value of a and b is reliable.
>
> the comment is "Critical value for number of runs of residuals with same sign. 5% critical region for now."
> what is the formula or method to get the runs value of 19 for 50 samples?
It's the Wald-Wolfowitz runs test with the assumption that n1==n2.
The table is calculated like this:
- for i < 8 it's 0
- for i >= 8 it's mu - sqrt(var) * z where:
mu = 2.0 * (i / 2.0) * (i / 2.0) / i + 1.0
var = (mu - 1.0) * (mu - 2.0) / (i - 1)
z = 1.65
--
Miroslav Lichvar
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