A non-parametric test for several independent samples
A Alhakim, W Hooper - Journal of Nonparametric Statistics, 2008 - Taylor & Francis
We introduce a large sample non-parametric test for the hypothesis of equal distributions of
three or more independent samples. The test can be considered as a generalisation of the …
three or more independent samples. The test can be considered as a generalisation of the …
Efficient Evaluation of Frequency Test for Overlapping Vectors Statistic
M Krzysztof - Cryptology ePrint Archive, 2023 - eprint.iacr.org
Randomness testing is one of the essential and easiest tools for evaluating cryptographic
primitives. The faster we can test, the greater volume of data that can be tested. Thus a more …
primitives. The faster we can test, the greater volume of data that can be tested. Thus a more …
[PDF][PDF] Efficient Evaluation of Frequency Test for Overlapping Vectors Statistic.
K Mank - IACR Cryptol. ePrint Arch., 2023 - iacr.steepath.eu
Randomness testing is one of the essential and easiest tools for evaluating cryptographic
primitives. The faster we can test, the greater volume of data that can be tested. Thus a more …
primitives. The faster we can test, the greater volume of data that can be tested. Thus a more …
Hadamard Matrices, Quaternions, and the Pearson Chi-square Statistic
A Alhakim - arXiv preprint arXiv:1806.03948, 2018 - arxiv.org
We present a symbolic decomposition of the Pearson chi-square statistic with unequal cell
probabilities, by presenting Hadamard-type matrices whose columns are eigenvectors of the …
probabilities, by presenting Hadamard-type matrices whose columns are eigenvectors of the …
On the kernel of the covariance operator for Markov semigroups, I.
S Molchanov, J Whitmeyer - Applicable Analysis, 2016 - Taylor & Francis
We analyze the covariance operator from a Central Limit Theorem for functionals on
countable ergodic Markov chains. We provide an algorithm for characterizing the covariance …
countable ergodic Markov chains. We provide an algorithm for characterizing the covariance …
Hadamard matrices, quaternions, and the Pearson chi-square statistic
A Alhakim - Statistical Papers, 2024 - Springer
The symbolic partitioning of the Pearson chi-square statistic with unequal cell probabilities
into asymptotically independent component tests is revisited. We introduce Hadamard-like …
into asymptotically independent component tests is revisited. We introduce Hadamard-like …