Limit theorem for a smoothed version of the spectral test for testing the equiprobability of a binary sequence.

Autor: Savelov, Maksim P.
Předmět:
Zdroj: Discrete Mathematics & Applications; Oct2023, Vol. 33 Issue 5, p317-323, 7p
Abstrakt: 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. [ABSTRACT FROM AUTHOR]
Databáze: Complementary Index