A test for randomness based on a complexity measure |
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| Authors: | Manuel Martinez-Morales BS Duran |
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| Institution: | 1. Universidad Veracruzana , Xalapa, Veracruz, Mexico;2. Texas Tech University , Lubbock, Texas, 79409 |
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| Abstract: | A test for randomness based on a statistic related to the complexity of finite sequences is presented. Simulation of binary sequences under different stochastic models provides estimates of the power of the test. The results show that the test is sensitive to a variety of alternatives to randomness and suggest that the proposed test statistic is a reasonable measure of the stochastic complexity of a finite sequence of discrete random variables. |
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| Keywords: | complexity stochastic complexity randomness test binary sequences |
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