Von Neumann made fundamental contributions to mathematical statistics. In 1941, he derived the exact distribution of the ratio of the mean square of successive differences to the sample variance for independent and identically normally distributed variables. This ratio was applied to the residuals from regression models and is commonly known as the Durbin–Watson statistic for testing the null hypothesis that the errors are serially independent against the alternative that they follow a stationary first order autoregression. COUNT 3
QSN1 When did von NEumann establish mean square ratio? ANS1 1941 QSN2 How has mean square ratio been applied? ANS2 Durbin–Watson statistic QSN3 what does null hypothesis test against? ANS3 alternative that they follow a stationary first order autoregression