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Overcoming the multiple‐testing problem when testing randomness
Author(s) -
Spencer Neil H.
Publication year - 2009
Publication title -
journal of the royal statistical society: series c (applied statistics)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.205
H-Index - 72
eISSN - 1467-9876
pISSN - 0035-9254
DOI - 10.1111/j.1467-9876.2009.00666.x
Subject(s) - mahalanobis distance , computer science , roulette , randomness , context (archaeology) , statistical hypothesis testing , random testing , multiple comparisons problem , algorithm , mathematics , machine learning , test case , artificial intelligence , statistics , paleontology , geometry , regression analysis , biology
Summary. We propose a new method for overcoming the problem of adjusting for the multiple‐testing problem in the context of testing random‐number generators. We suggest that it is to be used in conjunction with an existing method. More generally, the method can be useful in other situations where the multiple‐testing issue is encountered and the tests involved are not independent of each other, and their exact joint distribution is not readily available. The method makes use of the Mahalanobis distance and simulation. An example of its implementation is given by using data from a roulette wheel.