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JOURNALS // Journal of the Belarusian State University. Mathematics and Informatics // Archive

Journal of the Belarusian State University. Mathematics and Informatics, 2022 Volume 1, Pages 26–37 (Mi bgumi175)

This article is cited in 1 paper

Theory of probability and Mathematical statistics

On the power of tests of multidimensional discrete uniformity used for statistical analysis of random number generators

V. A. Valoshka, A. I. Trubey

Research Institute for Applied Problems of Mathematics and Informatics, Belarusian State University, 4 Niezalieznasci Avenue, Minsk 220030, Belarus

Abstract: 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 $H_{0}$ 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 $H_{1}$ is assumed to be a Markov chain of some arbitrary fixed finite order.

Keywords: power of a test; test of multidimensional discrete uniformity; contiguous alternatives; non-central chi-squared distribution; random number generator; Markov chain.

UDC: 519.226

Received: 18.10.2021
Revised: 21.10.2021
Accepted: 14.02.2022

DOI: 10.33581/2520-6508-2022-1-26-37



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