Testing chaos based on empirical distribution function: A simulation study

被引：1

作者：

Lai, DJ ^{[1
]}

Chen, GR

机构：

[1] Univ Texas, Sch Publ Hlth, Program Biometry, Houston, TX 77030 USA

[2] Univ Houston, Dept Elect & Comp Engn, Houston, TX 77204 USA

来源：

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION | 2002年 / 72卷 / 01期

关键词：

chaos; empirical distribution function; nonlinear time series; simulation study; test of randomness;

D O I：

10.1080/00949650211427

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

It is well known that many classical statistical tests of randomness generally fail to distinguish chaos generated by some lower-dimensional deterministic dynamical systems from independent and identically distributed (i.i.d.) random series. In this paper, we suggest a powerful statistical testing method based on empirical distribution function that can well detect chaos and i.i.d. random series.

引用

页码：77 / 85

页数：9

共 50 条

[1] Testing spatial randomness based on empirical distribution function: A study on lattice data
Lai, Dejian
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2009, 139 (02) : 136 - 142
[2] Testing the validity of the logistic model based on the empirical distribution function
Noughabi, Hadi Alizadeh
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2017, 46 (07) : 5531 - 5540
[3] TESTING FOR BIVARIATE NORMALITY USING THE EMPIRICAL DISTRIBUTION FUNCTION
PETTITT, AN
COMMUNICATIONS IN STATISTICS PART A-THEORY AND METHODS, 1979, 8 (07): : 699 - 712
[4] A simulation study of a class of nonparametric test statistics: a close look of empirical distribution function-based tests
Zheng, Wenjun
Lai, Dejian
Gould, K. Lance
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2023, 52 (03) : 1133 - +
[5] EMPIRICAL BAYES TESTING OF A DISTRIBUTION FUNCTION WITH DIRICHLET PROCESS PRIORS
SUSARLA, V
PHADIA, EG
COMMUNICATIONS IN STATISTICS PART A-THEORY AND METHODS, 1976, 5 (05): : 455 - 469
[6] Testing for pairwise serial independence via the empirical distribution function
Hong, YM
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 1998, 60 : 429 - 453
[7] SOME TESTS BASED ON THE EMPIRICAL DISTRIBUTION FUNCTION
HANNAN, JF
ANNALS OF MATHEMATICAL STATISTICS, 1950, 21 (02): : 312 - 313
[8] A test for normality based on the empirical distribution function
Torabi, Hamzeh
Montazeri, Narges H.
Grane, Aurea
SORT-STATISTICS AND OPERATIONS RESEARCH TRANSACTIONS, 2016, 40 (01) : 55 - 87
[9] A test for normality based on the empirical distribution function
1600, Institut d'Estadistica de Catalunya (40):
[10] TESTS OF FIT FOR THE LOGISTIC DISTRIBUTION BASED ON THE EMPIRICAL DISTRIBUTION FUNCTION
STEPHENS, MA
BIOMETRIKA, 1979, 66 (03) : 591 - 595

← 1 2 3 4 5 →