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JOURNALS // Diskretnaya Matematika // Archive

Diskr. Mat., 2025 Volume 37, Issue 1, Pages 76–111 (Mi dm1862)

Asymptotic independence of statistics of tests of the NIST package and their generalizations

M. P. Savelov

Lomonosov Moscow State University

Abstract: Let the hypothesis $H_0$ be that the tested sequence is a sequence of independent random variables with a known polynomial distribution, and let the simple alternative hypothesis $H_1$ correspond to the scheme of series in which the distribution of the tested sequence approaches its distribution under $H_0$. Necessary and sufficient conditions are obtained for the asymptotic independence of statistics that are generalizations of the NIST and other packages' test statistics under given hypotheses $H_0$ and $H_1$. In the particular case where $H_0$ corresponds to a sequence of independent Bernoulli trials with parameter $\frac12$ and where $H_1$ approaches $H_0$, a test for the asymptotic independence of multivariate statistics is obtained, the components of which are the statistics of the following nine tests of the NIST STS: «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 the hypotheses $H_0$ and $H_1$.

Keywords: joint distributions of statistics, asymptotically independent statistics, NIST STS, TestU01, summing statistics, long-block statistics, short-block statistics, quadratic statistics, goodness-of-fit test.

UDC: 519.233.32

Received: 18.06.2024

DOI: 10.4213/dm1862



© Steklov Math. Inst. of RAS, 2025