Nonparametric Tests for Randomness
نویسنده
چکیده
To decide whether a given sequence is “truely” random, or independent and identically distributed, we need to resort to nonparametric tests for randomness. Six tests: the ordinary run test, the sign test, the runs up and down test, the Mann-Kendall test, the Bartels’ rank test and the test based on entropy estimators are introduced in this report and their weaknesses are analyzed. Combining the decisions made by each test, we can further improve the confidence on the randomness of a given sequence. As an example, the tests are applied to test the randomness of DCT coefficient channels of images. Surprisingly, the results show that almost half of DCT AC coefficient channels are decided “i.i.d” for the image Lena, while only three are decided “i.i.d” for the image Baboon.
منابع مشابه
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