This project could be found at https://github.com/BraveJean/ComputationalStatistic_Project21

ComputationalStatistic-project

ComputationalStatistic-project@UNI_LU

Project 21 : Compairing two given random requences

• Author: Jingjing XU / Student ID: 0180092002 / University of Luxembourg

• Advisor: Prof. Raymond Bisdorff

• Description: This project concerns the validation or not of the claim that two given random sequences, X1 and X2, each of length 10000 : see http://sma.uni.lu/bisdorff/CompStatDec18/project-21Data.csv have been obtained from the same RNG.

• Tasks:

  1. Compare statistically and graphically the two given random sequences X1 and X2.
  2. Are the given sequences X1 and X2 potentially drawn from the same RNG ?
  3. Motivate your answer with arguments taken from the Computational Statistics Course.

• Content:

  1. get data
  • Content:

  1. get data 1.1 Correlation Test

  2. Distribution Test

     • 2.1 Equidistribution Test (Frequecy Test)

       • 2.1.1 Chi-squared Test（chisq.test）
         • 1）Test if 'X1' , 'X2' is uniform distribution.
         • 2）Test if 'X1' and 'X2' is from same uniform distribution.
       • 2.1.2 Kolmogorov–Smirnov test (ks.test)

     • 2.2 Gap Test (gap.test)

       • 1. From 0-0.5
       • 2. From 0.5-1.0

     • 2.3 Serial Test (serial.test)

     • 2.4 Equidistribution Test (Use Frequence Test-freq.test)

  3. Conclusion

  4. Acknowledgement

  5. Reference