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suppose a quality control supervisor at a paint manufacturing company suspects that the weights of paint cans on the production line are not varying in a random way, as she would expect. Instead, she suspects that the weights are either trending upward or are varying in a cyclic fashion. Every ten minutes, she randomly samples a paint can from the production line, and determines the weights of the randomly selected can. 'L' means sample falls below the median, and by U if it falls above the median. If we instead observed something like this:

U L U L U L U L U L

then the production process is showing some kind of cyclic event. In this case, we would observe more runs r than we would expect if the process were truly random. In this case, we would reject the null hypothesis of randomness, in favor of the alternative hypothesis of a cyclic effect, if r ≥ c.

Above is the context from my lecture. I don't understand the logic behind this, if we if we expect observe more runs r than the above example, don't it mean there is a stronger cyclic event? Can you show me an example(sequence of L and U) U that can be seen as "deviate from randomness"

whoisit
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  • You seem to contradict yourself. At one point you write "we would observe more runs r than we would expect" but later you write "we expect (to) observe more runs ... than the above example." These are opposite things! (In fact, no sequence of ten binary events can exhibit any more runs than shown in this example.) – whuber Jan 26 '16 at 23:35
  • Yes, it means there is a stronger cyclic event. That's why we would reject the null hypothesis of randomness. Note that a cyclic effect is not random. This example that you posted is one that can be seen as a deviate from randomness. – Regis A. Ely Jan 27 '16 at 00:33
  • @RegisA.Ely So can you show me an example of random deviation? Is LLLLLLLLLL or UUUUUUUUUU a random deviation? – whoisit Jan 27 '16 at 00:58
  • In those two cases the observations are always below (above) the median so you can arguee that there is a downtrend (uptrend) in the sample, what is usually a sign that the series is not random. – Regis A. Ely Jan 27 '16 at 01:13
  • @RegisA.Ely could you show me an example of random deviation? – whoisit Jan 27 '16 at 01:23
  • Humans usually can't make up examples of trully random variables, but let me try: LLLULUULLULU – Regis A. Ely Jan 27 '16 at 01:31
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    @Regis A single short finite sequence cannot really be said to be "random" or "non-random". e.g. it's perfectly possible to toss a coin ten times and get ten heads without the coin-tossing process producing non-random results (it's just fairly unlikely). So when the OP says something like "is LLLLLLLLLL random" --- well, it could come from a process that's random, sure, and so could LULULULULU. Specific finite sequences are all low-probability but possible (LULLULUUUL is just as unlikely as LULULULULU and LLLLLUUUUU if trials are independent). ... ctd – Glen_b Jan 27 '16 at 03:23
  • ctd ... However, if the trials are dependent in particular ways (e.g. ways we might see with manufacturing) then LLLLLUUUUU or LULULULULU might be associated with very particular kinds of problems we want to identify. It's not that they are more unusual than other particular sequences when things are working fine, it's that they're more common when they're not fine. Since few runs or many runs are more likely to occur when there's a problem, if we take the number of runs as a statistic we can use the lowest and highest numbers of runs as indicating a problem because they're more likely then – Glen_b Jan 27 '16 at 03:30
  • If I toss 100 (distinguishable) six sided dice, every possible outcome of a toss has a $\frac{1}{100^6}$ chance of appearing. I wouldn't say something is wrong with my dice if one of them came up! However, if one particular outcome is a priori notable (I declare that I have much too high a chance of getting a "6" on each red die and too high a chance of a "1" on each blue die, say -- before I roll -- then an outcome of all red dice showing "6" and all blue dice showing "1" becomes notable not just because it's rare, but because it's an event I have identified before the roll) – Glen_b Jan 27 '16 at 03:33
  • Sure, I did not intended to state that a single short sequence like those are random or not, but as you said, it's more unlikely that a sequence like LLLLLLLLLL would be random. This is the hypothesis of run tests such as the Wald-Wolfowitz. To clarify, assuming an iid distribution, if the number of runs is significantly higher or lower than expected, the hypothesis of statistical independence of the elements may be rejected. That's why I said sequences like LLLLLLLLL, UUUUUUUUU and LULULULULU are more likely not to be random. – Regis A. Ely Jan 27 '16 at 04:20

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