Comparing several tests of randomness based on the difference of observations

Frederico Almeida Gião Gonçalves Caeiro; Ayana Maria Xavier Furtado Mateus

doi:10.1063/1.4825618

Comparing several tests of randomness based on the difference of observations

Frederico Almeida Gião Gonçalves Caeiro, Ayana Maria Xavier Furtado Mateus

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

8 Citations (Scopus)

Abstract

In this work, we consider the problem oftestingrandomness.After reviewing several non-parametric randomness tests based on the sign of the difference of observations we shall compare their performance through aMonte Carlosimulation study.

Original language	Unknown
Title of host publication	AIP Conference Proceedings
Pages	809-812
DOIs	https://doi.org/10.1063/1.4825618
Publication status	Published - 1 Jan 2013
Event	ICNAAM 2013: 11TH INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS - Duration: 1 Jan 2013 → …

Conference

Conference	ICNAAM 2013: 11TH INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS
Period	1/01/13 → …

Access to Document

10.1063/1.4825618

Cite this

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title = "Comparing several tests of randomness based on the difference of observations",

abstract = "In this work, we consider the problem oftestingrandomness.After reviewing several non-parametric randomness tests based on the sign of the difference of observations we shall compare their performance through aMonte Carlosimulation study.",

keywords = "Randomness test, Non-parametric inference, Monte Carlo comparison",

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AU - Mateus, Ayana Maria Xavier Furtado

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AB - In this work, we consider the problem oftestingrandomness.After reviewing several non-parametric randomness tests based on the sign of the difference of observations we shall compare their performance through aMonte Carlosimulation study.

KW - Randomness test

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KW - Monte Carlo comparison

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DO - 10.1063/1.4825618

M3 - Conference contribution

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EP - 812

BT - AIP Conference Proceedings

T2 - ICNAAM 2013: 11TH INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS

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