Boris Ryabko ; Jaakko Astola - Application of data compression methods to hypothesis testing for ergodic and stationary processes

dmtcs:3380 - Discrete Mathematics & Theoretical Computer Science, January 1, 2005, DMTCS Proceedings vol. AD, International Conference on Analysis of Algorithms - https://doi.org/10.46298/dmtcs.3380
Application of data compression methods to hypothesis testing for ergodic and stationary processesArticle

Authors: Boris Ryabko 1; Jaakko Astola 2

  • 1 Siberian State University of Telecommunications and Informatics
  • 2 Department of Signal Processing [Tampere]

We show that data compression methods (or universal codes) can be applied for hypotheses testing in a framework of classical mathematical statistics. Namely, we describe tests, which are based on data compression methods, for the three following problems: i) identity testing, ii) testing for independence and iii) testing of serial independence for time series. Applying our method of identity testing to pseudorandom number generators, we obtained experimental results which show that the suggested tests are quite efficient.


Volume: DMTCS Proceedings vol. AD, International Conference on Analysis of Algorithms
Section: Proceedings
Published on: January 1, 2005
Imported on: May 10, 2017
Keywords: hypothesis testing,data compression,universal coding,Information Theory,universal predictors,Shannon entropy.,[INFO.INFO-DS] Computer Science [cs]/Data Structures and Algorithms [cs.DS],[INFO.INFO-DM] Computer Science [cs]/Discrete Mathematics [cs.DM],[MATH.MATH-CO] Mathematics [math]/Combinatorics [math.CO],[INFO.INFO-CG] Computer Science [cs]/Computational Geometry [cs.CG]

1 Document citing this article

Consultation statistics

This page has been seen 166 times.
This article's PDF has been downloaded 159 times.