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JOURNALS // Diskretnaya Matematika // Archive

Diskr. Mat., 2022 Volume 34, Issue 3, Pages 70–84 (Mi dm1734)

This article is cited in 8 papers

Limit joint distribution of the statistics of «Monobit test», «Frequency Test within a Block» and «Test for the Longest Run of Ones in a Block»

M. P. Savelov

Lomonosov Moscow State University

Abstract: For a sequence consisting of independent random variables having a Bernoulli distribution with the parameter $p = \frac12$ the limit joint distribution of the statistics $T_1, T_2, T_3$ of the following three tests of the NIST package is obtained: «Monobit Test», «Frequency Test within a Block» and «Test for the Longest Run of Ones in a Block». It is proved that the covariance matrix $C$ of the limit distribution of the vector $(T_1, T_2, T_3)$ satisfies the relations $C_{12}=C_{21}=C_{13}=C_{31}=0$, $C_{23}=C_{32} \ge 0$. For arbitrary $p$ necessary and sufficient conditions for asymptotic uncorrelatedness and\slash or asymptotic independence of these statistics are obtained. The limit behavior of the vector $(T_1, T_2, T_3)$ is described for a wide class of values $p \neq \frac12$.

Keywords: joint distributions of statistics, NIST package, goodness-of-fit tests, «Monobit Test», «Frequency Test within a Block», «Test for the Longest Run of Ones in a Block», asymptotically uncorrelated statistics, asymptotically independent statistics.

UDC: 519.214.5+519.233.3

Received: 14.06.2022

DOI: 10.4213/dm1734


 English version:
Discrete Mathematics and Applications, 2024, 34:5, 291–301


© Steklov Math. Inst. of RAS, 2025