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Diskretnaya Matematika, 2023, Volume 35, Issue 3, Pages 60–70
DOI: https://doi.org/10.4213/dm1775
(Mi dm1775)
 

This article is cited in 2 scientific papers (total in 2 papers)

Limit joint distribution of «Approximate $\phi$-entropy test» statistics

M. P. Savelov

Lomonosov Moscow State University
References:
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 $\phi$-Entropy Test» and found the limiting distribution of its statistic $T^{\phi}$. In the present paper a generalization of this result is obtained in a simpler way. In addition, the limiting joint distribution $(T^{\phi_1}, \ldots, T^{\phi_r}$) 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 $\frac12$.
Keywords: goodness of fit test, «Approximate Entropy Test», «Approximate $\phi$-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 $\phi$-entropy test» statistics”, Diskr. Mat., 35:3 (2023), 60–70
Citation in format AMSBIB
\Bibitem{Sav23}
\by M.~P.~Savelov
\paper Limit joint distribution of <<Approximate $\phi$-entropy test>> statistics
\jour Diskr. Mat.
\yr 2023
\vol 35
\issue 3
\pages 60--70
\mathnet{http://mi.mathnet.ru/dm1775}
\crossref{https://doi.org/10.4213/dm1775}
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  • https://www.mathnet.ru/eng/dm1775
  • https://doi.org/10.4213/dm1775
  • https://www.mathnet.ru/eng/dm/v35/i3/p60
  • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Дискретная математика
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