Sign Test

Global Algorithm - One-Dimensional Algorithm

Sign Test algorithm is a statistical method that is useful for detecting underlying trends in data.

Input Parameters

Parameter	Type	Constraint	Description	Remarks
\(Y\)	\(Y \in \mathbb R^N\)	\(N \in \mathbb{N}\)	Input data vector of length \(N\)

Output Parameters

Parameter	Type	Constraint	Description	Remarks
\(p\)	\(p \in \mathbb R\)		The \(p\) value of the test
\(h\)	Logical data type: true or false

Tool Support

• Matlab

  For details refer to the online documentation of the function ‘signtest’.

Single Steps using the Algorithm

• Testing Data Stationarity with Sign Test

References

• M. Hollander, D.A. Wolfe, Nonparametric Statistical Methods, Hoboken, NJ: John Wiley & Sons, Inc., 1999.