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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
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
Citation:
M. P. Savelov, “Limit joint distribution of «Approximate $\phi$-entropy test» statistics”, Diskr. Mat., 35:3 (2023), 60–70
Linking options:
https://www.mathnet.ru/eng/dm1775https://doi.org/10.4213/dm1775 https://www.mathnet.ru/eng/dm/v35/i3/p60
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Abstract page: | 170 | Full-text PDF : | 8 | References: | 26 | First page: | 8 |
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