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The limit joint distributions of statistics of tests of the NIST package and their generalizations
M. P. Savelov Lomonosov Moscow State University
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.
UDC:
519.248
Received: 28.02.2024
DOI:
10.4213/dm1824