Abstract:
Consider a sequence of independent polynomial trials with s outcomes. «Approximate Entropy Test» is one of the tools used to test the hypothesis of the equiprobability of outcomes. In 2000 A.L. Rukhin proposed a more general «Approximate ϕ-Entropy Test» and found the limiting distribution of its statistic Tϕ. In the present paper a generalization of this result is obtained in a simpler way. In addition, the limiting joint distribution (Tϕ1,…,Tϕr) is obtained in the situation with equiprobable outcomes. As a corollary, in the case s=2 the limiting joint distribution of the statistics of two NIST package tests «Approximate Entropy Test» and «Serial Test» is found for a sequence of independent Bernoulli trials with parameter 12.
Keywords:
goodness of fit test, «Approximate Entropy Test», «Approximate ϕ-Entropy Test», «Serial Test», NIST package.
Received: 27.04.2023
Document Type:
Article
UDC:519.233.33
Language: Russian
Citation:
M. P. Savelov, “Limit joint distribution of «Approximate ϕ-entropy test» statistics”, Diskr. Mat., 35:3 (2023), 60–70
This publication is cited in the following 3 articles:
M. P. Savelov, “Asimptoticheskaya nezavisimost statistik kriteriev paketa NIST i ikh obobschenii”, Diskret. matem., 37:1 (2025), 76–111
M. P. Savelov, “Moschnost kriteriya, osnovannogo na odnovremennom primenenii «Monobit Test», «Frequency Test within a Block» i obobscheniya kriteriya «Approximate Entropy Test»”, Diskret. matem., 36:1 (2024), 67–102
M. P. Savelov, “Predelnye sovmestnye raspredeleniya statistik kriteriev paketa NIST i ikh obobschenii”, Diskret. matem., 36:2 (2024), 71–116