Re: Test of Independence
- From: Richard Ulrich <Rich.Ulrich@xxxxxxxxxxx>
- Date: Thu, 08 Sep 2005 17:45:56 -0400
On 8 Sep 2005 07:20:15 -0700, montey_man11@xxxxxxxxxxx wrote:
> Hi,
> I am dealing with a population with two variables. These two variables
> should represent two random digit sets (uniform distribution). What I
> need to do is to ensure that these two random digit sets are random and
> independent. I am looking for randomness and that they are independence
> in order to conduct two simultaneous tests on this same population
> without one test biasing the other. Is this possible in SAS?
You want to "conduct two ... tests ... without one test biasing
the other" -- on two series of putatively random numbers,
which each consist of integers from 0-99 (information posted later).
It certainly does matter, "random with regards to WHAT", but
"two tests" does not give much to go on.
Is "pairwise" the only dependency that matters, or
- Does it matter if one is a lagged version of the other?
- Does it matter if one is a re-arranged version of the other?
>
> Since this is an inherited dataset, I am not sure how the two digits
> were generated. I want to 1) make sure that they follow a uniform
> distribution, 2) that it is random, and 3) that the two variables are
> Independent.
>
> for #1, all i needed to do is to run proc freq on the variables and
> validate that it is distributed following a uniform distribution.
Does it matter if either one is TOO perfectly uniform?
>
> for #2 I am stuck! I am not sure how I can determine the distribution
> of values is random (rather than, say, ordered by some value)
>
> for #3 I am also stuck. I am not sure how to test the independence of
> the two groups. What I am thinking of doing is to get the value of the
> correlation coefficient. However, from my LIMITED knowledge of
> Statistics, I know that a correlation of zero does not mean
> independence. Also, the correlation only tests linear relationships.
Typically, to test Randomizers, you crosstab lags -- by value;
by grouped values. With two randomizers, I suppose you
lag one against the other, too. Does this matter, for your
version of 'dependency'?
Do you have hundreds of values, thousands, or millions?
--
Rich Ulrich, wpilib@xxxxxxxx
http://www.pitt.edu/~wpilib/index.html
.
- References:
- Test of Independence
- From: montey_man11
- Test of Independence
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