This example, from Keith Soper at Merck, illustrates the exact permutation Cochran-Armitage test carried out on permutation resamples. In the following data set, the 0s represent failures and the 1s ...

The Lagrange Multiplier (LM) test is one of the principal tools to detect ARCH and GARCH effects in financial data analysis. However, when the underlying data are non-normal, which is often the case ...