Comparison of Methods for Testing the Hypothesis of Independence of Random Variables Based on a Nonparametric Classifier and Pearson’s Chi-Squared Test

IF 0.5 Q4 PHYSICS, MULTIDISCIPLINARY
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引用次数: 0

Abstract

A technique for testing the hypothesis about the independence of random variables, based on a nonparametric pattern recognition algorithm, is used in the analysis of ambiguous dependencies. The pattern recognition algorithm meets the maximum likelihood criterion. The assessment of distribution laws in classes is carried out using initial statistical data under the assumption of independence and dependence of the random variables being compared. To estimate probability densities in classes, nonparametric Rosenblatt–Parzen statistics are used. The blurring coefficients of kernel functions in nonparametric estimates of probability densities in classes are determined from the condition of the minimum of their standard deviations. Under these conditions, estimates of the probabilities of pattern recognition errors in classes are calculated. Based on their minimum value, a decision is made on the independence or dependence of random variables. The hypothesis about a significant difference in the probabilities of pattern recognition errors in classes is tested. The use of the proposed technique allows us to bypass the problem of decomposing the range of values of random variables into intervals, which is characteristic of the Pearson criterion. The effectiveness of the proposed method is compared with the Pearson criterion. The results of computational experiments using the studied criteria in the analysis of ambiguous dependencies between random variables are presented.

基于非参数分类器和皮尔逊方差检验的随机变量独立性假设检验方法比较
摘要 基于非参数模式识别算法的随机变量独立性假设检验技术被用于模棱两可的依赖关系分析。模式识别算法符合最大似然标准。在比较随机变量的独立性和依赖性的假设下,使用初始统计数据对类的分布规律进行评估。为了估计类的概率密度,使用了非参数 Rosenblatt-Parzen 统计法。类概率密度非参数估计中核函数的模糊系数是根据其标准偏差最小的条件确定的。在这些条件下,可以计算出类别中模式识别错误概率的估计值。根据它们的最小值,决定随机变量的独立性或依赖性。对类别模式识别错误概率存在显著差异的假设进行检验。使用所提出的技术,我们可以绕过将随机变量的取值范围分解成区间的问题,而这正是皮尔逊准则的特点。建议方法的有效性与皮尔逊准则进行了比较。此外,还介绍了在分析随机变量之间的模糊依赖关系时使用所研究准则的计算实验结果。
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来源期刊
CiteScore
1.00
自引率
50.00%
发文量
16
期刊介绍: The scope of Optoelectronics, Instrumentation and Data Processing encompasses, but is not restricted to, the following areas: analysis and synthesis of signals and images; artificial intelligence methods; automated measurement systems; physicotechnical foundations of micro- and optoelectronics; optical information technologies; systems and components; modelling in physicotechnical research; laser physics applications; computer networks and data transmission systems. The journal publishes original papers, reviews, and short communications in order to provide the widest possible coverage of latest research and development in its chosen field.
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