We present a new test of non-randomness that tests both the lower and the upper critical limit of a chi 2-statistic. While checking the upper critical value has been employed by other tests, we argue that also the lower critical value should be examined for non-randomness. To this end, we prepare a binary sequence where all possible bit strings of a certain length occurs the same number of times and demonstrate that such sequences pass a well-known suite of tests for non-randomness. We show that such sequences can be compressed, and therefore are somewhat predictable and thus not fully random. The presented test can detect such non-randomness, and its novelty rests on analysing fixed-length bit string frequencies that lie closer to the a priori probabilities than could be expected by chance alone.
机构:
NYU, Tandon Sch Engn, Dept Finance & Risk Engn, 6 Metro Tech, Brooklyn, NY USANYU, Tandon Sch Engn, Dept Finance & Risk Engn, 6 Metro Tech, Brooklyn, NY USA
Tapiero, Charles S.
Vallois, Pierre
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机构:
Univ Lorraine, Inst Math Elie Cartan, UMR 7502, INRIA BIGS,CNRS, BP 239, F-54506 Vandoeuvre Les Nancy, FranceNYU, Tandon Sch Engn, Dept Finance & Risk Engn, 6 Metro Tech, Brooklyn, NY USA