A Randomness Test for Stable Data
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Adel Mohammadpour *1, Ali Mohammad-Djafari, John P. Nolané |
1- , adl@aut.ac.ir |
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Abstract: (2617 Views) |
In this paper, we propose a new method for checking randomness of non-Gaussian stable data based on a characterization result. This method is more sensitive with respect to non-random data compared to the well-known non-parametric randomness tests.
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Keywords: Stable distributions, randomness tests (test for i.i.d.), characterization. |
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Full-Text [PDF 1494 kb]
(480 Downloads)
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Type of Study: Research |
Subject:
General Received: 2016/02/13 | Accepted: 2016/02/13 | Published: 2016/02/13
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