• Communications for Statistical Applications and Methods
• /
• 제27권3호
• /
• pp.285-299
• /
• 2020

In many cases, we are interested in identifying independence between variables. For continuous random variables, correlation coefficients are often used to describe the relationship between variables; however, correlation does not imply independence. For finite discrete random variables, we can use the Pearson chi-square test to find independency. For the mixed type of continuous and discrete random variables, we do not have a general type of independent test. In this study, we develop a independence test of a continuous random variable and a discrete random variable without assuming a specific distribution using kernel density estimation. We provide some statistical criteria to test independence under some special settings and apply the proposed independence test to Pima Indian diabetes data. Through simulations, we calculate false positive rates and true positive rates to compare the proposed test and Kolmogorov-Smirnov test.

• 한국지능시스템학회:학술대회논문집
• /
• 한국퍼지및지능시스템학회 2002년도 추계학술대회 및 정기총회
• /
• pp.41-45
• /
• 2002

From the paper which it sees a strong random number generator it uses a fuzzy set from 16 method of the statistical test which is a cryptograph random number test it verifies. 16 statistical test of NIST extends in crptograph and engineering whole it is a scale which is important distinguishes the distinction incapable characterstic of the random numbers which are used. To try introduce a fuzzy set the possibility of having a more strong randomness in order to be, it strengthens the function of the random number generator.

• 한국정보통신학회:학술대회논문집
• /
• 한국해양정보통신학회 2007년도 춘계종합학술대회
• /
• pp.803-806
• /
• 2007

TRNG (True Random Number Generator)를 테스트 하는 방법은 PRNG (Pseudo Random Number Generator)나 산술연산기를 비롯한 결정적 (deterministic) 소자에 대한 테스트와는 많이 틀려서, 새로운 개념과 방법론이 제시되어야 한다. 하드웨어적으로 결정적인 소자들은 패턴을 사용한 테스트 (ATPG; automatic test pattern generation)에 의해 커버가 될 수 있지만, 순수 난수는 발생 결과의 아날로그적인 특성에 의하여 자동 패턴 생성 방식에 의해 소자를 테스트하기가 불가능하다. 본 논문에서는 하드웨어와 소프트웨어를 결합한 테스트 방식으로 테스트 패턴에 연속적인 패턴의 변화를 주면서 통계적으로 관찰하는 방식인 Diehard test라는 테스트 방식을 연구, 분석하고, 순수 난수의 테스트 시 고려해야 할 주안점을 제안한다.

• The Journal of Asian Finance, Economics and Business
• /
• 제7권10호
• /
• pp.523-530
• /
• 2020

The efficient market hypothesis explains the random walk hypothesis suggesting that stock prices are independent of each other, hence, it is impossible to earn abnormal profits. The positive effect of a well-functioning and highly efficient stock market on the performance of an economy motivated the Philippine Stock Exchange to pursue massive modernization initiatives. This research provides evidence of the existence of random walk in the Philippine stock market employing the Augmented Dickey-Fuller (1981) and Phillips-Perron (1988) unit root tests, the Lo-MacKinlay's (1988) conventional variance ratio test, and Chow-Denning's (1993) simple multiple variance ratio test. Results of the ADF and PP unit root tests confirm the necessary condition for a random walk. The Chow-Denning (1993) maximum /z/ statistic and the Wald test statistic as in Richardson and Smith (1991) for the joint hypotheses and the Lo and MacKinlay (1988) individual statistics variance ratio test generally accepted the null hypothesis of a random walk. That is, the unit root and variance ratio tests consistently indicate that the null hypothesis of random walk cannot be rejected. The existence of a random walk in weak-form efficiency can be attributed to market liquidity as a result of continuous development and modernization of the Philippine equity market.

• International Journal of Aeronautical and Space Sciences
• /
• 제15권3호
• /
• pp.302-308
• /
• 2014

In this paper, a detailed investigation of the random vibration test is presented for strapdown inertial navigation systems (INS). The effect of the random vibration test has been studied from the point of view of navigation performance. The role of distribution functions and RMS value is represented to determine a feasible method to reject or reduce vibration related error in position and velocity estimation in inertial navigation. According to a survey conducted by the authors, this is the first time that the effect of the distribution function in vibration related error has been investigated in random vibration testing of INS. Recorded data of navigation grade INS is used in offline static navigation to examine the effect of different characteristics of random vibration tests on navigation error.

• 한국콘크리트학회:학술대회논문집
• /
• 한국콘크리트학회 1993년도 가을 학술발표회 논문집
• /
• pp.179-183
• /
• 1993

Loads acting on concrete structures are completely random in nature with respect to frequency, magnitude and order of loading, and are essentially distinct from the loads in two-stage and variable load fatigue test. Thus, this study proposes the fatigue test method generating random loads based on the analyzed result.

• 대한수학회지
• /
• 제50권4호
• /
• pp.879-897
• /
• 2013

Shannon entropy is one of the widely used randomness measures especially for cryptographic applications. However, the conventional entropy tests are less sensitive to the inter-bit dependency in random samples. In this paper, we propose new online randomness test schemes for true random number generators (TRNGs) based on the mutual information between consecutive ${\kappa}$-bit output blocks for testing of inter-bit dependency in random samples. By estimating the block entropies of distinct lengths at the same time, it is possible to measure the mutual information, which is closely related to the amount of the statistical dependency between two consecutive data blocks. In addition, we propose a new estimation method for entropies, which accumulates intermediate values of the number of frequencies. The proposed method can estimate entropy with less samples than Maurer-Coron type entropy test can. By numerical simulations, it is shown that the new proposed scheme can be used as a reliable online entropy estimator for TRNGs used by cryptographic modules.

• 정보처리학회논문지D
• /
• 제15D권4호
• /
• pp.531-540
• /
• 2008

적응적 랜덤 테스팅 (Adaptive Random Testing, ART)은 입력 도메인 내에 테스트 케이스를 넓고 고르게 분산시키는 방법을 통해 입력 도메인 내에 존재하는 오류 패턴을 순수 랜덤 테스팅 (Random Testing, RT)보다 효율적으로 찾아내기 위한 테스트 케이스 선택 기법이다. 테스트 케이스 선택에 많은 연산량을 필요로 하는 초기 ART 기법인 거리 기반 ART (Distance-based ART, D-ART)와 제한 영역 기반 ART (Restricted Random Testing, RRT)의 개선을 위해 입력 도메인을 반복 분할하는 기법들이 제안되었고, 이 기법들은 낮은 연산량 및 성능 향상등의 효과를 가져왔다. 하지만, 입력 도메인 반복 분할 기반 기법에서도 기존 ART 기법에서 나타나는 테스트 케이스 분포 불균일 문제가 존재하고, 이는 기법의 확장성에 장애 요소로 작용한다. 따라서 본 논문에서는 반복 분할 기반 기법에서 나타나는 테스트 케이스 분포의 특성을 파악하고, 이를 적정 수준으로 제어하기 위한 입력 도메인 확장 정책을 제안하였으며, 실험을 통해 2차원 입력 도메인에서 3%, 3차원 입력 도메인에서 10% 수준의 성능 향상을 확인하였다.

• 한국시뮬레이션학회논문지
• /
• 제10권2호
• /
• pp.25-32
• /
• 2001

The Multiple Recursive Generator(MRG) has been considered by many scholars as a very good random number generator. For the long period md excellent statistical properties, the method of the combination with random number generators is used. In this paper, we thought the two-combined MRGs. Using the frequency and serial test, and runs test, we studied the importance of the initial seeds likewise other random number generators.

• 한국지능시스템학회논문지
• /
• 제20권1호
• /
• pp.76-80
• /
• 2010

급변하는 정보의 홍수 속에서 정보의 보안과 이를 가공하고 전송하는 것이 중요한 과제로 떠오르고 있다. 초기 정보보호이론과 암호화 전송단계에서는 간단한 치환과 수학적 계산 알고리즘을 적용한 암 복호화 과정을 이용하였다. 완벽한 정보보호는 One-time pad를 이용하는 것이나 이를 적용하기에는 하드웨어와 금전적 손실이 너무 크기에 실난수가 아닌 난수성을 만족하는 의사난수를 사용하고 있다. 본고에서 제안하는 변형 시리얼 테스트는 의사난수성을 입증하는 테스트 중 시리얼테스트에서 변형된 것으로 연산속도와 효율성 면에서 보다 더 강력한 난수성임을 입증하고 있다.