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This article is cited in 1 scientific paper (total in 1 paper)
Theory of probability and Mathematical statistics
On the power of tests of multidimensional discrete uniformity used for statistical analysis of random number generators
V. A. Valoshka, A. I. Trubey Research Institute for Applied Problems of Mathematics and Informatics, Belarusian State University, 4 Niezalieznasci Avenue, Minsk 220030, Belarus
Abstract:
In this paper, we obtained the asymptotic power values for the statistical tests of multidimensional discrete uniformity under conditions of contiguous convergence of alternatives. Two versions of the test are considered, namely, with overlapping blocks (included in the $NIST ~SP ~800-22$ test suit) and with non-overlapping blocks. The null hypothesis $H_{0}$ is related to the so-called pure randomness of the observed sequence, i. e. independence and the same uniform distribution of its elements. An alternative $H_{1}$ is assumed to be a Markov chain of some arbitrary fixed finite order.
Keywords:
power of a test; test of multidimensional discrete uniformity; contiguous alternatives; non-central chi-squared distribution; random number generator; Markov chain.
Received: 18.10.2021 Revised: 21.10.2021 Accepted: 14.02.2022
Citation:
V. A. Valoshka, A. I. Trubey, “On the power of tests of multidimensional discrete uniformity used for statistical analysis of random number generators”, Journal of the Belarusian State University. Mathematics and Informatics, 1 (2022), 26–37
Linking options:
https://www.mathnet.ru/eng/bgumi175 https://www.mathnet.ru/eng/bgumi/v1/p26
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Abstract page: | 146 | Full-text PDF : | 54 | References: | 20 |
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