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Please use this identifier to cite or link to this item: https://elib.bsu.by/handle/123456789/94543
Title: Analysis of tests for randomness based on universal predictors: Bernoulli trials case
Authors: Kostevich, A. L.
Shilkin, A. V.
Keywords: ЭБ БГУ::ОБЩЕСТВЕННЫЕ НАУКИ::Информатика
Issue Date: 2010
Publisher: Minsk: BSU
Abstract: An approach to randomness testing for Bernoulli trials on the base of universal predictors is considered. We propose two strategies for using universal predictors and derive the power of statistical test constructed on the base of maximum-likelihood predictor for Bernoulli trials. The results are extended to CTW, SPM and Lempel-Ziv universal predictors. Comparison of test constructed on the base of Lempel-Ziv predictor with Lempel-Ziv compression test, proposed in NIST SP800-22, is performed.
URI: http://elib.bsu.by/handle/123456789/94543
Appears in Collections:Section 4. PROBABILITY AND STATISTICAL ANALYSIS OF DISCRETE DATA
Статьи факультета прикладной математики и информатики

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