用于检验二进制序列等概率的平滑版频谱检验的极限定理

IF 0.3 Q4 MATHEMATICS, APPLIED
M. P. Savelov
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引用次数: 0

摘要

摘要 我们考虑的问题是测试这样一个假设,即被测序列是一个独立随机变量序列,其取值 1 和 -1 的概率相等。为了解决这个问题,NIST 软件包中的离散傅立叶变换(频谱)检验使用了统计量 TFourier,但其确切的极限分布是未知的。本文提出了一种新的统计量,并确定了其极限分布。这一新统计量是对 TFourier 统计量的轻微修改。Pareschi F., Rovatti R. 和 Setti G. 提出的数值实验证实了这一假设。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Limit theorem for a smoothed version of the spectral test for testing the equiprobability of a binary sequence
Abstract We consider the problem of testing the hypothesis that the tested sequence is a sequence of independent random variables that take values 1 and –1 with equal probability. To solve this problem, the Discrete Fourier Transform (spectral) test of the NIST package uses the statistic TFourier, the exact limiting distribution of which is unknown. In this paper a new statistic is proposed and its limiting distribution is established. This new statistic is a slight modification of TFourier. A hypothesis about the limit distribution of TFourier is formulated, which is confirmed by numerical experiments presented by Pareschi F., Rovatti R. and Setti G.
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来源期刊
CiteScore
0.60
自引率
20.00%
发文量
29
期刊介绍: The aim of this journal is to provide the latest information on the development of discrete mathematics in the former USSR to a world-wide readership. The journal will contain papers from the Russian-language journal Diskretnaya Matematika, the only journal of the Russian Academy of Sciences devoted to this field of mathematics. Discrete Mathematics and Applications will cover various subjects in the fields such as combinatorial analysis, graph theory, functional systems theory, cryptology, coding, probabilistic problems of discrete mathematics, algorithms and their complexity, combinatorial and computational problems of number theory and of algebra.
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