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Diskretnaya Matematika, 2023, Volume 35, Issue 4, Pages 79–114
DOI: https://doi.org/10.4213/dm1802
(Mi dm1802)
 

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

Power of the test based on joint application of «Monobit Test», «Frequency Test within a Block» and «Serial Test»

M. P. Savelov

Lomonosov Moscow State University
References:
Abstract: We consider the problem of testing the hypothesis $H_0$: «tested sequence is a sequence of independent random variables having a Bernoulli distribution with parameter $\frac12$, in the scheme of series» against alternative $H_1$, which approaches $H_0$ as the sample size increases. In particular, an alternative is considered in which the tested sequence is a high-order Markov chain. In case when $H_1$ is true the limiting joint distribution of statistics $T_1, T_2, T_3$ of the following tests of the NIST package was found: «Monobit Test», «Frequency Test within a Block» and «Serial Test». The limiting value of the power of the test based on the simultaneous use of these three statistics was obtained. In the case when the alternative hypothesis does not approach $H_0$, the limiting behavior of the vector $(T_1, T_2, T_3)$ is described.
Keywords: joint distribution of statistics, NIST package, power, Markov chains, «Monobit Test», «Frequency Test within a Block», «Serial Test», asymptotically independent statistics.
Received: 01.08.2023
Document Type: Article
UDC: 519.233.3
Language: Russian
Citation: M. P. Savelov, “Power of the test based on joint application of «Monobit Test», «Frequency Test within a Block» and «Serial Test»”, Diskr. Mat., 35:4 (2023), 79–114
Citation in format AMSBIB
\Bibitem{Sav23}
\by M.~P.~Savelov
\paper Power of the test based on joint application of <<Monobit Test>>, <<Frequency Test within a Block>> and <<Serial Test>>
\jour Diskr. Mat.
\yr 2023
\vol 35
\issue 4
\pages 79--114
\mathnet{http://mi.mathnet.ru/dm1802}
\crossref{https://doi.org/10.4213/dm1802}
Linking options:
  • https://www.mathnet.ru/eng/dm1802
  • https://doi.org/10.4213/dm1802
  • https://www.mathnet.ru/eng/dm/v35/i4/p79
  • 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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    References:17
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