DOAJ Open Access 2005

Application of data compression methods to hypothesis testing for ergodic and stationary processes

Boris Ryabko Jaakko Astola

Lihat Sumber DOI

Abstrak

We show that data compression methods (or universal codes) can be applied for hypotheses testing in a framework of classical mathematical statistics. Namely, we describe tests, which are based on data compression methods, for the three following problems: i) identity testing, ii) testing for independence and iii) testing of serial independence for time series. Applying our method of identity testing to pseudorandom number generators, we obtained experimental results which show that the suggested tests are quite efficient.

Topik & Kata Kunci

Mathematics

Penulis (2)

Boris Ryabko

Jaakko Astola

Format Sitasi

APA MLA BibTeX

Ryabko, B., Astola, J. (2005). Application of data compression methods to hypothesis testing for ergodic and stationary processes. https://doi.org/10.46298/dmtcs.3380

Akses Cepat

Lihat di Sumber doi.org/10.46298/dmtcs.3380

Informasi Jurnal

Tahun Terbit: 2005
Sumber Database: DOAJ
DOI: 10.46298/dmtcs.3380
Akses: Open Access ✓