Abstract:
The limiting joint distribution of statistics, that are generalizations of statistics of tests of the NIST package and other packages, is obtained under the following hypotheses $H_0$ and $H_1$. The hypothesis $H_0$ is that the test sequence consists of independent random variables with a given polynomial distribution, and the alternative hypothesis $H_1$ corresponds to a scheme of trials in which the distribution of the test sequence approaches its distribution at $H_0$. An example of the hypothesis $H_1$ is the Markov alternative of a special form. In the special case when $H_0$ corresponds to a sequence of independent Bernoulli trials with parameter $\frac12$ and when $H_1$ approaches $H_0$, the results obtained allow us to find the limiting joint distributions of statistics of the following nine tests of the NIST package: «Monobit Test» , «Frequency Test within a Block», «Runs Test», «Test for the Longest Run of Ones in a Block», «Binary Matrix Rank Test», «Non-overlapping Template Matching Test », «Linear Complexity Test», «Serial Test» and «Approximate Entropy Test», as well as their generalizations, under hypotheses $H_0$ and $H_1$.
Keywords:
joint distribution of statistical tests, NIST, «Monobit Test», «Frequency Test within a Block», «Test for the Longest Run of Ones in a Block», asymptotically uncorrelated statistics, asymptotically independent statistics.
Received: 28.02.2024
Published: 28.05.2024
Document Type:
Article
UDC:
519.248
Language: Russian
Citation:
M. P. Savelov, “The limit joint distributions of statistics of tests of the NIST package and their generalizations”, Diskr. Mat., 36:2 (2024), 71–116
\Bibitem{Sav24}
\by M.~P.~Savelov
\paper The limit joint distributions of statistics of tests of the NIST package and their generalizations
\jour Diskr. Mat.
\yr 2024
\vol 36
\issue 2
\pages 71--116
\mathnet{http://mi.mathnet.ru/dm1824}
\crossref{https://doi.org/10.4213/dm1824}
Linking options:
https://www.mathnet.ru/eng/dm1824
https://doi.org/10.4213/dm1824
https://www.mathnet.ru/eng/dm/v36/i2/p71
This publication is cited in the following 3 articles: