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Diskretnaya Matematika, 2024, Volume 36, Issue 1, Pages 67–102
DOI: https://doi.org/10.4213/dm1814
(Mi dm1814)
 

This article is cited in 1 scientific paper (total in 1 paper)

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

M. P. Savelov

Lomonosov Moscow State University
References:
Abstract: «Approximate $\phi$-Entropy Test» is a generalization of «Approximate Entropy Test» and «Serial Test» of the NIST package. In the present paper we obtained the limit joint distribution of the statistic of «Approximate $\phi$-Entropy Test» and statistics $T_{\mathrm{mon}}$ and $T_{\mathrm{fr}}$ of the NIST package tests «Monobit Test» and «Frequency Test within a Block» respectively, in case when the tested sequence is «close» to a sequence of independent Bernoulli trials with parameter $\frac12$. The limiting value of the power of the test based on the simultaneous use of these three statistics was obtained. The limit joint distribution of the statistics $T_{\mathrm{mon}}$, $T_{\mathrm{fr}}$ and the statistics of «Approximate Entropy Test» and «Serial Test» was obtained.
Keywords: joint distribution of statistics, NIST package, power, «Approximate Entropy Test», «Approximate $\phi$-Entropy Test», «Monobit Test», «Frequency Test within a Block», «Serial Test», Markov chains, goodness of fit test.
Received: 01.11.2023
Document Type: Article
UDC: 519.233.32
Language: Russian
Citation: M. P. Savelov, “Power of the test based on joint application of «Monobit Test», «Frequency Test within a Block» and a generalization of «Approximate Entropy Test»”, Diskr. Mat., 36:1 (2024), 67–102
Citation in format AMSBIB
\Bibitem{Sav24}
\by M.~P.~Savelov
\paper Power of the test based on joint application of <<Monobit Test>>, <<Frequency Test within a Block>> and a generalization of <<Approximate Entropy Test>>
\jour Diskr. Mat.
\yr 2024
\vol 36
\issue 1
\pages 67--102
\mathnet{http://mi.mathnet.ru/dm1814}
\crossref{https://doi.org/10.4213/dm1814}
Linking options:
  • https://www.mathnet.ru/eng/dm1814
  • https://doi.org/10.4213/dm1814
  • https://www.mathnet.ru/eng/dm/v36/i1/p67
  • This publication is cited in the following 1 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:10
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