Testing of hypothesis of random variables independence on the basis of nonparametric method of confidence estimation of probability density

[摘要] Algorithmic approach of hypothesis testing of identity of distribution laws of random values is offered. Its basis is made by technique of creation of confidence borders for a probability density.

[发布机构] Reshetnev Siberian State Aerospace University, 31, Krasnoyarsky Rabochy Av., Krasnoyarsk; 660037, Russia^1;Institute of Computer Modeling Siberian Branch of the RAS, 50, Akademgorodok, Krasnoyarsk; 660036, Russia^2

[学科分类] 航空航天科学

[关键词] Algorithmic approach;Confidence estimation;Distribution law;Hypothesis testing;Nonparametric methods;Probability densities;Random values