JSIAM Letters
Online ISSN : 1883-0617
Print ISSN : 1883-0609
ISSN-L : 1883-0617
Second-level randomness test based on the Kolmogorov-Smirnov test
Akihiro YamaguchiAsaki Saito
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2022 年 14 巻 p. 73-76

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We analyzed the effect of the deviation of the exact distribution of the p-values from the uniform distribution on the Kolmogorov-Smirnov (K-S) test that was implemented as the second-level randomness test. We derived an inequality that provides an upper bound on the expected value of the K-S test statistic when the distribution of the null hypothesis differs from the exact distribution. Furthermore, we proposed a second-level test based on the two-sample K-S test with an ideal empirical distribution as a candidate for improvement.

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© 2022, The Japan Society for Industrial and Applied Mathematics
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