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

• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 한국퍼지및지능시스템학회 2002년도 추계학술대회 및 정기총회
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• pp.41-45
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• 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.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• 한국해양정보통신학회 2007년도 춘계종합학술대회
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• pp.803-806
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• 2007

Since the different characteristics from the PRNG (Pseudo Random Number Generator) or various deterministic devices such as arithmetic processing units, new concepts and test methods should be suggested in order to test TRNG (Ture Random Number Generator). Deterministic devices can be covered by ATPG (Automatic Test Pattern Generation), which uses patterns generated by cyclic shift registers due to its hardware oriented characteristics, pure random numbers are not possibly tested by automatic test pattern generation due to its analog-oriented characteristics. In this paper, we studied and analyzed a hardware/software combined test method named Diehard test, in which we apply continuous pattern variation to check the statistics. We also point out the considerations when making random number tests.

• The Journal of Asian Finance, Economics and Business
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• 제7권10호
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• pp.523-530
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• 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
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• 제15권3호
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• pp.302-308
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• 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.

• Proceedings of the Korea Concrete Institute Conference
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• 한국콘크리트학회 1993년도 가을 학술발표회 논문집
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• pp.179-183
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• 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.

• Journal of the Korean Mathematical Society
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• 제50권4호
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• pp.879-897
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• 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.

• The KIPS Transactions:PartD
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• 제15D권4호
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• pp.531-540
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• 2008

An Adaptive Random Testing(ART) is one of test case generation algorithms, which was designed to get better performance in terms of fault-detection capability than that of Random Testing(RT) algorithm by locating test cases in evenly spreaded area. Two ART algorithms, such as Distance-based ART(D-ART) and Restricted Random Testing(RRT), had been indicated that they have significant drawbacks in computations, i.e., consuming quadratic order of runtime. To reduce the amount of computations of D-ART and RRT, iterative partitioning of input domain strategy was proposed. They achieved, to some extent, the moderate computation cost with relatively high performance of fault detection. Those algorithms, however, have yet the patterns of non-uniform distribution in test cases, which obstructs the scalability. In this paper we analyze the distribution of test cases in an iterative partitioning strategy, and propose a new method of input domain enlargement which makes the test cases get much evenly distributed. The simulation results show that the proposed one has about 3 percent of improvement in terms of mean relative F-measure for 2-dimension input domain, and shows 10 percent improvement for 3-dimension space.

• Journal of the Korea Society for Simulation
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• 제10권2호
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• pp.25-32
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• 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.

• Journal of the Korean Institute of Intelligent Systems
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• 제20권1호
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• pp.76-80
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• 2010

It is floating to security of information and the early assignment that it is important it processes and to transmit in inundations of information that I changed suddenly. I used the encryption/decryption process that applied simple substitution and mathematical calculation algorithm at theory and encryption transmission steps protective early information. Hardware and financial loss are using spurious random number to be satisfied with the random number anger that isn't real random number to size so much perfect information protection using One-time pad for applying this. I was transformed into serial test under a test to prove spurious random number anger, and it is into random number anger stronger, and the transformation serial test that proposes is proving it in algorithm speed and efficiency planes.