A test statistic for weighted runs

A new test statistic based on runs of weighted deviations is introduced. Its use for observations sampled from independent normal distributions is worked out in detail. It supplements the classic χ 2 test which ignores the ordering of observations and provides additional sensitivity to local deviations from expectations. The exact distribution of the statistic in the non-parametric case is derived and an algorithm to compute p-values is presented. The computational complexity of the algorithm is derived employing a novel identity for integer partitions.