A Statistical Test Based on Frequency Statistics Of Markov Chain With Partial Connections
Yu. S. Kharin, Andrei Piatlitski · Digital Library of the Belarusian State University (Belarusian State University) · 2007
A statistical decision rule for testing of s-dimensional uniformity of discrete time series based on Markov chain with partial connections is constructed. Asymptotic power of the test is found. Numerical results are given.