The runs test (also called Wald–Wolfowitz test after Abraham Wald and Jacob Wolfowitz) is a non-parametric statistical test that checks a randomness hypothesis for a two-valued data sequence. More precisely, it can be used to test the hypothesis that the elements of the sequence are mutually independent.
- I was wondering if its null hypothesis is that the elements of the sequence are iid? (note that the quote only mentions mutual independence.)
- What if the sequence is three-valued?
Thanks and regards!