The limit joint distributions of some statistics used in testing the quality of random number generators
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arXiv
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| Natura: | Preprint |
| Pubblicazione: |
2025
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| _version_ | 1866908724541521920 |
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| author | Savelov, M. P. |
| author_facet | Savelov, M. P. |
| contents | The limit joint distribution of statistics that are generalizations of some statistics from the NIST STS, TestU01, and other packages is found under the following hypotheses $H_0$ and $H_1$. Hypothesis $H_0$ states that the tested sequence is a sequence of independent random vectors with a known distribution, and the simple alternative hypothesis $H_1$ converges in some sense to $H_0$ with increasing sample size. In addition, an analogue of the Berry-Esseen inequality is obtained for the statistics under consideration, and conditions for their asymptotic independence are found. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2512_08002 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | The limit joint distributions of some statistics used in testing the quality of random number generators Savelov, M. P. Statistics Theory Applications 62E20 (Primary), 62G20, 62G10, 60F05 (Secondary) The limit joint distribution of statistics that are generalizations of some statistics from the NIST STS, TestU01, and other packages is found under the following hypotheses $H_0$ and $H_1$. Hypothesis $H_0$ states that the tested sequence is a sequence of independent random vectors with a known distribution, and the simple alternative hypothesis $H_1$ converges in some sense to $H_0$ with increasing sample size. In addition, an analogue of the Berry-Esseen inequality is obtained for the statistics under consideration, and conditions for their asymptotic independence are found. |
| title | The limit joint distributions of some statistics used in testing the quality of random number generators |
| topic | Statistics Theory Applications 62E20 (Primary), 62G20, 62G10, 60F05 (Secondary) |
| url | https://arxiv.org/abs/2512.08002 |