Answers are grounded in this paper and cite their sources.
Several different statistics have been proposed for testing the independence between successive observations from a normal population. In order to choose between the various tests a theory of testing this hypothesis in certain populations is needed. In this paper the problem is studied within the framework of the Neyman-Pearson theory. Certain theorems concerning more general problems of quadratic forms are developed and later applied to the question of testing serial correlation.
No takes yet. Share an insight, caveat, or question.
T. W. Anderson (1948) studied this question.
Synapse has enriched 10 related papers. Consider them for comparative context: