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 Prikl. Diskr. Mat.: Year: Volume: Issue: Page: Find

 Prikl. Diskr. Mat., 2015, Number 2(28), Pages 5–20 (Mi pdm502)

Theoretical Foundations of Applied Discrete Mathematics

Statistical methods of search for coordinate set on which a random vector has bans

O. V. Denisov

Certification Research Center, Moscow, Russia

Abstract: A stationary sequence of random vectors of length $L$ with the distribution of a random vector $\xi$ is observed. Coordinates of vectors in it take values in a finite set. The following hypothesis is considered: there is a set $\Theta\subset\{1,…,L\}$ such that the subvector $\xi_\Theta$ (being the projection of $\xi$ onto coordinates with numbers in $\Theta$) has the distribution of a given random vector $\eta$ with the distribution having bans. A concordance criterion is constructed by the analysis of an empirical distribution bans. In the case of the hypothesis validity (a priori), three algorithms to search for a part of $\Theta$ are proposed. They work under various portions of the information about the random vector $\eta$ distribution.

Keywords: statistical test, bans of distributions.

DOI: https://doi.org/10.17223/20710410/28/1

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Citation: O. V. Denisov, “Statistical methods of search for coordinate set on which a random vector has bans”, Prikl. Diskr. Mat., 2015, no. 2(28), 5–20

Citation in format AMSBIB
\Bibitem{Den15} \by O.~V.~Denisov \paper Statistical methods of search for coordinate set on which a~random vector has bans \jour Prikl. Diskr. Mat. \yr 2015 \issue 2(28) \pages 5--20 \mathnet{http://mi.mathnet.ru/pdm502} \crossref{https://doi.org/10.17223/20710410/28/1}