SECTION 15.18 WALD-WOLFOWITZ TEST
The Wald-Wolfowitz test uses a run test to test the hypothesis that two sample distributions are from the same underlying theoretical distributions. See S. Siegel and N. J. Castellan, Nonparametric Statistics, 2nd ed., 1988, pp. 58-64.
Be sure to CALL DFLT before calling WALDWOLF and to include the COMMON/BPRINT/ common block. The call is
CALL WALDWOLF(A1,A2,N1,N2,IRUN,IS,IL,ZVAL) where A1 = DOUBLE PRECISION array dimensioned A1(N1) containing the first sample (input) A2 = DOUBLE PRECISION array dimensioned A2(N2) containing the second sample (input) N1,N2 = sample sizes (input) IRUN = the number of runs (output) IS = LOGICAL variable set to .TRUE. if small sample test is feasible and gives significant difference (output) IL = LOGICAL variable set to .TRUE. if asymptotic test is performed (output), in which case ZVAL = DOUBLE PRECISION scalar containing the z-value (output)