A new approach to analyze the independence of statistical tests of randomness



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Almaraz Luengo, Elena and Leiva Cerna, Marcos Brian and García Villalba, Luis Javier and Hernández Castro, Julio (2022) A new approach to analyze the independence of statistical tests of randomness. Applied Mathematics and Computation, 426 . p. 127116. ISSN 0096-3003

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Official URL: https://doi.org/10.1016/j.amc.2022.127116


One of the fundamental aspects when working with batteries of statistic tests is that they should be as efficient as possible, i.e. that they should check the properties and do so in a reasonable computational time. This assumes that there are no tests that are checking the same properties, i.e. that they are not correlated. One of the most commonly used measures to verify the interrelation between variables is the Pearson’s correlation. In this case, linear dependencies are checked, but it may be interesting to verify other types of non-linear relationships between variables. For this purpose, mutual information has recently been proposed, which measures how much information, on average, one random variable provides to another. In this work we analyze some well-known batteries by using correlation analysis and mutual information approaches.

Item Type:Article
Uncontrolled Keywords:Cryptography; Dieharder; Generators; Hypothesis testing; Mutual information; Pearson's correlation; Pseudo-random numbers; Random numbers; TestU01; TufTest
Subjects:Sciences > Mathematics > Mathematical statistics
ID Code:73105
Deposited On:30 Jun 2022 11:49
Last Modified:21 Oct 2022 13:19

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