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

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