On the power of tests of multidimensional discrete uniformity used for statistical analysis of random number generators
In this paper, we obtained the asymptotic power values for the statistical tests of multidimensional discrete uniformity under conditions of contiguous convergence of alternatives. Two versions of the test are considered, namely, with overlapping blocks (included in the NIST SP 800-22 test suit) and...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | Belarusian |
| Published: |
Belarusian State University
2022-03-01
|
| Series: | Журнал Белорусского государственного университета: Математика, информатика |
| Subjects: | |
| Online Access: | https://journals.bsu.by/index.php/mathematics/article/view/4283 |
| _version_ | 1811229159962181632 |
|---|---|
| author | Valeriy A. Voloshko Anton I. Trubey |
| author_facet | Valeriy A. Voloshko Anton I. Trubey |
| author_sort | Valeriy A. Voloshko |
| collection | DOAJ |
| description | In this paper, we obtained the asymptotic power values for the statistical tests of multidimensional discrete uniformity under conditions of contiguous convergence of alternatives. Two versions of the test are considered, namely, with overlapping blocks (included in the NIST SP 800-22 test suit) and with non-overlapping blocks. The null hypothesis H0 is related to the so-called pure randomness of the observed sequence, i. e. independence and the same uniform distribution of its elements. An alternative H1 is assumed to be a Markov chain of some arbitrary fixed finite order. |
| first_indexed | 2024-04-12T10:10:15Z |
| format | Article |
| id | doaj.art-a104e191eb8a4fe3a817cdbf37e385e1 |
| institution | Directory Open Access Journal |
| issn | 2520-6508 2617-3956 |
| language | Belarusian |
| last_indexed | 2024-04-12T10:10:15Z |
| publishDate | 2022-03-01 |
| publisher | Belarusian State University |
| record_format | Article |
| series | Журнал Белорусского государственного университета: Математика, информатика |
| spelling | doaj.art-a104e191eb8a4fe3a817cdbf37e385e12022-12-22T03:37:20ZbelBelarusian State UniversityЖурнал Белорусского государственного университета: Математика, информатика2520-65082617-39562022-03-011263710.33581/2520-6508-2022-1-26-374283On the power of tests of multidimensional discrete uniformity used for statistical analysis of random number generatorsValeriy A. Voloshko0https://orcid.org/0000-0002-9693-0688Anton I. Trubey1Research Institute for Applied Problems of Mathematics and Informatics, Belarusian State University, 4 Niezaliežnasci Avenue, Minsk 220030, BelarusResearch Institute for Applied Problems of Mathematics and Informatics, Belarusian State University, 4 Niezaliežnasci Avenue, Minsk 220030, BelarusIn this paper, we obtained the asymptotic power values for the statistical tests of multidimensional discrete uniformity under conditions of contiguous convergence of alternatives. Two versions of the test are considered, namely, with overlapping blocks (included in the NIST SP 800-22 test suit) and with non-overlapping blocks. The null hypothesis H0 is related to the so-called pure randomness of the observed sequence, i. e. independence and the same uniform distribution of its elements. An alternative H1 is assumed to be a Markov chain of some arbitrary fixed finite order.https://journals.bsu.by/index.php/mathematics/article/view/4283power of a testserial testtest of multidimensional discrete uniformitycontiguous alternativesnon-central chi-squared distributionrandom number generatormarkov chain |
| spellingShingle | Valeriy A. Voloshko Anton I. Trubey On the power of tests of multidimensional discrete uniformity used for statistical analysis of random number generators Журнал Белорусского государственного университета: Математика, информатика power of a test serial test test of multidimensional discrete uniformity contiguous alternatives non-central chi-squared distribution random number generator markov chain |
| title | On the power of tests of multidimensional discrete uniformity used for statistical analysis of random number generators |
| title_full | On the power of tests of multidimensional discrete uniformity used for statistical analysis of random number generators |
| title_fullStr | On the power of tests of multidimensional discrete uniformity used for statistical analysis of random number generators |
| title_full_unstemmed | On the power of tests of multidimensional discrete uniformity used for statistical analysis of random number generators |
| title_short | On the power of tests of multidimensional discrete uniformity used for statistical analysis of random number generators |
| title_sort | on the power of tests of multidimensional discrete uniformity used for statistical analysis of random number generators |
| topic | power of a test serial test test of multidimensional discrete uniformity contiguous alternatives non-central chi-squared distribution random number generator markov chain |
| url | https://journals.bsu.by/index.php/mathematics/article/view/4283 |
| work_keys_str_mv | AT valeriyavoloshko onthepoweroftestsofmultidimensionaldiscreteuniformityusedforstatisticalanalysisofrandomnumbergenerators AT antonitrubey onthepoweroftestsofmultidimensionaldiscreteuniformityusedforstatisticalanalysisofrandomnumbergenerators |